+1,735.1%
PLTR vs CFG
+263.7%
+1,471.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -6.4% | +1.5% | -8.0% | -7.1% |
| 30D | +10.0% | -3.8% | +13.9% | +11.9% |
| 3M | +23.0% | +11.5% | +11.5% | +16.4% |
| 6M | +13.8% | +19.2% | -5.4% | +3.7% |
| YTD | -1.9% | +23.7% | -25.6% | -12.6% |
| 1Y | +11.6% | +38.8% | -27.2% | -6.1% |
| 3Y | +1,048.4% | +178.9% | +869.5% | +609.6% |
| 5Y | +554.4% | +101.8% | +452.6% | +352.0% |
| All | +1,735.1% | +263.7% | +1,471.4% | +1,197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling