+826.1%
PLTR vs CF
+58.0%
+768.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -5.1% | -0.9% | -4.3% | -5.0% |
| 30D | -19.1% | +6.9% | -26.0% | -19.3% |
| 3M | -1.6% | +4.8% | -6.5% | -2.1% |
| 6M | +22.8% | +4.7% | +18.1% | +21.6% |
| YTD | -4.8% | +56.5% | -61.3% | -14.4% |
| 1Y | -4.9% | +48.4% | -53.3% | -13.5% |
| 3Y | +826.1% | +59.1% | +767.0% | +680.5% |
| All | +826.1% | +58.0% | +768.1% | +680.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling