+1,588.2%
PLTR vs CLF
+74.7%
+1,513.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | -12.9% | -19.6% | +6.7% | -7.8% |
| 30D | -17.4% | -5.0% | -12.4% | -16.5% |
| 3M | +2.9% | -6.3% | +9.2% | +3.5% |
| 6M | +19.9% | +2.8% | +17.1% | +16.1% |
| YTD | -9.8% | -13.7% | +3.9% | -10.5% |
| 1Y | -8.4% | +13.6% | -22.0% | -16.1% |
| 3Y | +765.0% | -34.0% | +799.0% | +737.8% |
| 5Y | +516.8% | -48.7% | +565.6% | +529.8% |
| All | +1,588.2% | +74.7% | +1,513.5% | +1,294.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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