+1,737.1%
PLTR vs CIFR
+86.0%
+1,651.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.7% | -3.1% |
| 7D | -5.3% | +26.7% | -32.0% | -9.3% |
| 30D | -1.0% | +7.7% | -8.7% | -3.2% |
| 3M | +24.8% | -23.8% | +48.6% | +24.5% |
| 6M | +8.4% | +35.9% | -27.5% | -6.2% |
| YTD | -4.2% | +25.4% | -29.6% | -17.3% |
| 1Y | +9.1% | +139.8% | -130.7% | -21.2% |
| 3Y | +1,025.6% | +515.0% | +510.6% | +451.8% |
| 5Y | +565.8% | +52.1% | +513.7% | +223.9% |
| All | +1,737.1% | +86.0% | +1,651.1% | +1,061.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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