+1,681.1%
PLTR vs PFG
+255.8%
+1,425.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +3.2% |
| 7D | -5.1% | +2.3% | -7.4% | -6.3% |
| 30D | -19.1% | +7.6% | -26.7% | -22.4% |
| 3M | -1.6% | +2.5% | -4.2% | -3.2% |
| 6M | +22.8% | +16.6% | +6.2% | +11.6% |
| YTD | -4.8% | +34.1% | -38.9% | -20.9% |
| 1Y | -4.9% | +44.1% | -49.0% | -24.4% |
| 3Y | +826.1% | +86.3% | +739.8% | +535.3% |
| 5Y | +597.7% | +101.6% | +496.2% | +378.9% |
| All | +1,681.1% | +255.8% | +1,425.2% | +1,123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling