+1,706.1%
PLTR vs CF
+375.3%
+1,330.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.6% |
| 7D | +10.7% | +5.4% | +5.3% | +10.0% |
| 30D | -17.8% | +6.5% | -24.3% | -18.5% |
| 3M | +0.3% | +4.6% | -4.3% | -0.7% |
| 6M | +26.2% | -3.3% | +29.5% | +26.0% |
| YTD | -3.5% | +63.9% | -67.4% | -13.8% |
| 1Y | -6.8% | +50.4% | -57.3% | -15.5% |
| 3Y | +772.3% | +68.2% | +704.0% | +661.0% |
| 5Y | +651.6% | +113.8% | +537.7% | +515.5% |
| All | +1,706.1% | +375.3% | +1,330.8% | +1,153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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