+1,684.5%
PLTR vs PFGC
+175.5%
+1,509.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | 0.0% | -3.7% | +3.8% | +1.7% |
| 30D | -3.3% | -16.0% | +12.7% | +4.2% |
| 3M | +28.4% | -4.1% | +32.5% | +29.8% |
| 6M | +8.4% | +8.7% | -0.3% | +2.6% |
| YTD | -4.6% | +6.4% | -11.0% | -9.5% |
| 1Y | +4.4% | -8.4% | +12.8% | +5.9% |
| 3Y | +1,020.5% | +61.8% | +958.7% | +766.2% |
| 5Y | +548.8% | +108.7% | +440.1% | +355.1% |
| All | +1,684.5% | +175.5% | +1,509.0% | +1,127.3% |
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