+1,692.6%
PLTR vs PPG
+2.2%
+1,690.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.2% |
| 7D | -5.3% | 0.0% | -5.4% | -5.5% |
| 30D | -1.0% | -7.8% | +6.8% | +2.6% |
| 3M | +24.8% | -2.2% | +27.0% | +25.6% |
| 6M | +8.4% | +4.1% | +4.2% | +4.8% |
| YTD | -4.2% | +9.1% | -13.3% | -11.2% |
| 1Y | +9.1% | +1.0% | +8.1% | +4.8% |
| 3Y | +1,025.6% | -13.3% | +1,038.8% | +1,050.2% |
| 5Y | +565.8% | -19.2% | +585.0% | +548.7% |
| All | +1,692.6% | +2.2% | +1,690.4% | +1,779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling