+1,684.5%
PLTR vs CLX
-48.0%
+1,732.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | 0.0% | -4.9% | +5.0% | +0.2% |
| 30D | -3.3% | -15.8% | +12.6% | -2.8% |
| 3M | +28.4% | -7.9% | +36.3% | +28.7% |
| 6M | +8.4% | -19.0% | +27.4% | +9.0% |
| YTD | -4.6% | -7.9% | +3.3% | -4.4% |
| 1Y | +4.4% | -25.4% | +29.8% | +5.4% |
| 3Y | +1,020.5% | -35.0% | +1,055.5% | +1,012.4% |
| 5Y | +548.8% | -36.8% | +585.6% | +538.5% |
| All | +1,684.5% | -48.0% | +1,732.5% | +1,743.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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