+1,588.2%
PLTR vs CFG
+227.5%
+1,360.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | -12.9% | -0.9% | -12.0% | -12.5% |
| 30D | -17.4% | +1.1% | -18.4% | -17.7% |
| 3M | +2.9% | -12.0% | +14.9% | +8.6% |
| 6M | +19.9% | -2.2% | +22.1% | +19.9% |
| YTD | -9.8% | +11.4% | -21.2% | -15.9% |
| 1Y | -8.4% | +27.8% | -36.2% | -20.0% |
| 3Y | +765.0% | +173.3% | +591.7% | +443.2% |
| 5Y | +516.8% | +62.4% | +454.4% | +347.2% |
| All | +1,588.2% | +227.5% | +1,360.7% | +1,149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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