+1,681.1%
PLTR vs CI
+100.3%
+1,580.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.5% |
| 7D | -5.1% | +0.1% | -5.3% | -5.1% |
| 30D | -19.1% | +4.7% | -23.7% | -19.2% |
| 3M | -1.6% | +5.2% | -6.9% | -1.8% |
| 6M | +22.8% | +3.8% | +19.0% | +22.6% |
| YTD | -4.8% | +9.2% | -14.0% | -5.3% |
| 1Y | -4.9% | +14.3% | -19.2% | -5.7% |
| 3Y | +826.1% | +8.4% | +817.7% | +812.0% |
| 5Y | +597.7% | +50.0% | +547.7% | +596.1% |
| All | +1,681.1% | +100.3% | +1,580.8% | +1,668.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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