+548.8%
PLTR vs TGT
-25.2%
+574.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +1.4% |
| 30D | -3.3% | +4.4% | -7.7% | -4.9% |
| 3M | +28.4% | +25.4% | +3.0% | +16.7% |
| 6M | +8.4% | +33.4% | -25.0% | -4.8% |
| YTD | -4.6% | +65.6% | -70.2% | -23.9% |
| 1Y | +4.4% | +80.3% | -75.9% | -20.1% |
| 3Y | +1,020.5% | +42.1% | +978.3% | +761.0% |
| 5Y | +548.8% | -25.0% | +573.8% | +641.0% |
| All | +548.8% | -25.2% | +574.0% | +641.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling