-10.0%
PLTR vs SCHG
+5.5%
-15.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -4.5% |
| 7D | -12.8% | -2.5% | -10.2% | -8.4% |
| 30D | -9.3% | -5.4% | -3.9% | +1.1% |
| 3M | +5.6% | -2.2% | +7.7% | +10.6% |
| 6M | +17.6% | +5.2% | +12.4% | +9.6% |
| YTD | -3.4% | +6.8% | -10.2% | -8.5% |
| 1Y | -10.0% | +5.9% | -15.9% | -12.2% |
| All | -10.0% | +5.5% | -15.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling