+1,588.2%
PLTR vs CF
+354.2%
+1,234.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | -12.9% | -3.2% | -9.7% | -12.6% |
| 30D | -17.4% | +4.3% | -21.7% | -18.0% |
| 3M | +2.9% | +2.8% | +0.1% | +1.9% |
| 6M | +19.9% | +0.6% | +19.3% | +18.6% |
| YTD | -9.8% | +56.6% | -66.4% | -19.0% |
| 1Y | -8.4% | +49.6% | -58.0% | -17.1% |
| 3Y | +765.0% | +61.5% | +703.6% | +657.9% |
| 5Y | +516.8% | +124.0% | +392.9% | +400.9% |
| All | +1,588.2% | +354.2% | +1,234.0% | +1,078.4% |
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