+1,735.1%
PLTR vs PFGC
+184.2%
+1,550.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -6.4% | -2.2% | -4.2% | -5.5% |
| 30D | +10.0% | -11.9% | +22.0% | +16.1% |
| 3M | +23.0% | +5.0% | +18.0% | +19.1% |
| 6M | +13.8% | +8.6% | +5.2% | +7.8% |
| YTD | -1.9% | +9.7% | -11.6% | -8.2% |
| 1Y | +11.6% | -6.3% | +17.9% | +12.1% |
| 3Y | +1,048.4% | +58.2% | +990.2% | +795.9% |
| 5Y | +554.4% | +110.4% | +444.0% | +353.9% |
| All | +1,735.1% | +184.2% | +1,550.9% | +1,144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling