+1,668.3%
PLTR vs CBOE
+362.1%
+1,306.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.0% |
| 7D | +4.7% | +6.3% | -1.5% | +5.2% |
| 30D | -16.4% | +24.9% | -41.4% | -15.1% |
| 3M | -6.2% | +28.5% | -34.6% | -4.5% |
| 6M | +29.2% | +2.9% | +26.3% | +30.4% |
| YTD | -5.5% | +50.7% | -56.2% | -3.3% |
| 1Y | -2.4% | +45.5% | -47.9% | -0.3% |
| 3Y | +752.3% | +116.3% | +636.0% | +757.9% |
| 5Y | +635.8% | +204.3% | +431.5% | +549.3% |
| All | +1,668.3% | +362.1% | +1,306.2% | +1,785.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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