+552.9%
PLTR vs PFG
+110.8%
+442.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -2.9% | -3.3% |
| 7D | -6.4% | +5.5% | -11.9% | -10.1% |
| 30D | +10.0% | +2.4% | +7.7% | +8.0% |
| 3M | +23.0% | +13.6% | +9.4% | +11.1% |
| 6M | +13.8% | +27.9% | -14.1% | -6.6% |
| YTD | -1.9% | +35.6% | -37.5% | -23.7% |
| 1Y | +11.6% | +48.5% | -36.8% | -19.6% |
| 3Y | +1,048.4% | +66.9% | +981.6% | +635.8% |
| All | +552.9% | +110.8% | +442.1% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling