+1,684.5%
PLTR vs SCHG
+151.5%
+1,533.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.7% |
| 7D | 0.0% | -0.9% | +0.9% | +1.8% |
| 30D | -3.3% | -2.3% | -1.0% | +1.0% |
| 3M | +28.4% | +4.5% | +23.8% | +20.5% |
| 6M | +8.4% | +13.6% | -5.2% | -11.3% |
| YTD | -4.6% | +7.6% | -12.2% | -14.3% |
| 1Y | +4.4% | +13.0% | -8.6% | -12.6% |
| 3Y | +1,020.5% | +87.0% | +933.5% | +336.6% |
| 5Y | +548.8% | +82.9% | +465.9% | +178.7% |
| All | +1,684.5% | +151.5% | +1,533.1% | +497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling