+499.6%
PLTR vs CLF
-51.2%
+550.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | -12.9% | -19.6% | +6.7% | -7.6% |
| 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% | +16.0% |
| YTD | -9.8% | -13.7% | +3.9% | -10.5% |
| 1Y | -8.4% | +13.6% | -22.0% | -16.6% |
| 3Y | +765.0% | -34.0% | +799.0% | +741.2% |
| All | +499.6% | -51.2% | +550.8% | +535.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling