+1,668.3%
PLTR vs PFGC
+220.3%
+1,448.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | +4.7% | +3.4% | +1.3% | +3.3% |
| 30D | -16.4% | +16.9% | -33.3% | -22.5% |
| 3M | -6.2% | +6.4% | -12.6% | -9.5% |
| 6M | +29.2% | +16.0% | +13.2% | +18.8% |
| YTD | -5.5% | +23.6% | -29.1% | -16.7% |
| 1Y | -2.4% | +16.6% | -19.0% | -11.8% |
| 3Y | +752.3% | +82.3% | +670.0% | +519.9% |
| 5Y | +635.8% | +138.7% | +497.1% | +380.4% |
| All | +1,668.3% | +220.3% | +1,448.0% | +1,029.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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