+1,692.6%
PLTR vs PFG
+254.7%
+1,437.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | -5.3% | +6.0% | -11.3% | -8.4% |
| 30D | -1.0% | +2.2% | -3.2% | -2.2% |
| 3M | +24.8% | +10.4% | +14.4% | +17.5% |
| 6M | +8.4% | +27.8% | -19.4% | -6.6% |
| YTD | -4.2% | +33.6% | -37.8% | -20.1% |
| 1Y | +9.1% | +49.3% | -40.2% | -15.0% |
| 3Y | +1,025.6% | +69.7% | +955.8% | +713.1% |
| 5Y | +565.8% | +111.3% | +454.4% | +357.3% |
| All | +1,692.6% | +254.7% | +1,437.9% | +1,136.1% |
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