+565.8%
PLTR vs PFGC
+110.5%
+455.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.2% |
| 7D | -5.3% | -2.4% | -2.9% | -4.0% |
| 30D | -1.0% | -15.8% | +14.8% | +9.1% |
| 3M | +24.8% | -0.6% | +25.4% | +23.6% |
| 6M | +8.4% | +10.7% | -2.3% | -0.7% |
| YTD | -4.2% | +7.6% | -11.8% | -11.8% |
| 1Y | +9.1% | -7.8% | +16.9% | +10.6% |
| 3Y | +1,025.6% | +63.7% | +961.9% | +655.8% |
| 5Y | +565.8% | +112.3% | +453.5% | +265.9% |
| All | +565.8% | +110.5% | +455.2% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling