+1,750.9%
PLTR vs CIFR
-28.1%
+1,779.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +10.7% | +28.8% | -18.1% | +5.7% |
| 30D | -17.8% | -36.9% | +19.2% | -12.1% |
| 3M | +0.3% | -60.0% | +60.3% | +14.0% |
| 6M | +26.2% | -64.4% | +90.5% | +38.6% |
| YTD | -3.5% | -51.6% | +48.1% | -3.9% |
| 1Y | -6.8% | -58.9% | +52.0% | -5.2% |
| 3Y | +772.3% | +139.9% | +632.4% | +398.7% |
| 5Y | +651.6% | -15.1% | +666.6% | +288.2% |
| All | +1,750.9% | -28.1% | +1,779.1% | +1,250.5% |
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