+765.0%
PLTR vs CASY
+154.1%
+611.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | -12.9% | +1.1% | -14.0% | -13.1% |
| 30D | -17.4% | +8.7% | -26.1% | -18.8% |
| 3M | +2.9% | -17.3% | +20.2% | +6.4% |
| 6M | +19.9% | -19.7% | +39.6% | +24.7% |
| YTD | -9.8% | +24.8% | -34.6% | -20.4% |
| 1Y | -8.4% | +31.9% | -40.3% | -21.3% |
| 3Y | +765.0% | +155.4% | +609.7% | +460.7% |
| All | +765.0% | +154.1% | +611.0% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling