+1,645.9%
PLTR vs CBOE
+253.9%
+1,392.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.3% |
| 7D | -9.1% | -3.7% | -5.4% | -9.3% |
| 30D | -5.2% | +2.0% | -7.2% | -5.0% |
| 3M | +27.4% | -4.2% | +31.6% | +27.2% |
| 6M | +9.7% | +1.2% | +8.6% | +9.6% |
| YTD | -6.7% | +15.4% | -22.1% | -6.3% |
| 1Y | -0.5% | +23.5% | -24.0% | +0.2% |
| 3Y | +996.2% | +93.2% | +903.0% | +954.4% |
| 5Y | +531.1% | +142.0% | +389.2% | +454.4% |
| All | +1,645.9% | +253.9% | +1,392.0% | +1,727.7% |
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