+1,660.3%
PLTR vs PPG
-1.7%
+1,662.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -4.1% | -6.2% | +2.2% | -1.2% |
| 30D | -2.2% | -7.9% | +5.7% | +1.4% |
| 3M | +27.6% | -10.2% | +37.8% | +33.6% |
| 6M | +10.3% | +2.7% | +7.7% | +7.3% |
| YTD | -5.9% | +4.9% | -10.8% | -11.2% |
| 1Y | +1.7% | -3.2% | +4.9% | -0.2% |
| 3Y | +959.1% | -17.0% | +976.1% | +1,004.3% |
| 5Y | +536.3% | -23.3% | +559.7% | +528.8% |
| All | +1,660.3% | -1.7% | +1,662.0% | +1,778.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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