+765.0%
PLTR vs PFG
+72.1%
+693.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.6% |
| 7D | -12.9% | -0.6% | -12.2% | -12.5% |
| 30D | -17.4% | +2.0% | -19.4% | -18.6% |
| 3M | +2.9% | -3.2% | +6.0% | +4.7% |
| 6M | +19.9% | +10.9% | +8.9% | +10.5% |
| YTD | -9.8% | +28.8% | -38.6% | -26.3% |
| 1Y | -8.4% | +39.2% | -47.6% | -29.7% |
| 3Y | +765.0% | +75.0% | +690.0% | +424.4% |
| All | +765.0% | +72.1% | +693.0% | +424.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling