+1,681.1%
PLTR vs CFG
+237.2%
+1,443.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.2% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -19.1% | +3.2% | -22.3% | -20.1% |
| 3M | -1.6% | -9.7% | +8.1% | +2.7% |
| 6M | +22.8% | +3.6% | +19.2% | +19.7% |
| YTD | -4.8% | +14.7% | -19.5% | -12.4% |
| 1Y | -4.9% | +29.6% | -34.5% | -17.4% |
| 3Y | +826.1% | +190.6% | +635.5% | +467.0% |
| 5Y | +597.7% | +67.1% | +530.7% | +399.5% |
| All | +1,681.1% | +237.2% | +1,443.9% | +1,201.7% |
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