+1,046.2%
PLTR vs CLF
-18.8%
+1,065.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.8% |
| 7D | -6.4% | +7.6% | -14.0% | -7.8% |
| 30D | +10.0% | -1.2% | +11.2% | +10.0% |
| 3M | +23.0% | -13.4% | +36.4% | +25.3% |
| 6M | +13.8% | +15.4% | -1.6% | +9.3% |
| YTD | -1.9% | -5.9% | +3.9% | -3.3% |
| 1Y | +11.6% | +18.8% | -7.2% | +3.5% |
| All | +1,046.2% | -18.8% | +1,065.0% | +873.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling