+1,660.3%
PLTR vs SCHG
+152.5%
+1,507.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.6% |
| 7D | -4.1% | -1.0% | -3.0% | -2.3% |
| 30D | -2.2% | -1.3% | -1.0% | +0.3% |
| 3M | +27.6% | +5.4% | +22.1% | +18.1% |
| 6M | +10.3% | +14.4% | -4.1% | -10.9% |
| YTD | -5.9% | +8.0% | -13.9% | -16.1% |
| 1Y | +1.7% | +12.7% | -11.0% | -14.4% |
| 3Y | +959.1% | +85.6% | +873.5% | +317.2% |
| 5Y | +536.3% | +85.5% | +450.8% | +168.7% |
| All | +1,660.3% | +152.5% | +1,507.8% | +485.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling