+1,588.2%
PLTR vs CP
+58.8%
+1,529.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.2% |
| 7D | -12.9% | +2.8% | -15.7% | -14.0% |
| 30D | -17.4% | +10.2% | -27.6% | -21.0% |
| 3M | +2.9% | +2.4% | +0.5% | +1.6% |
| 6M | +19.9% | +7.7% | +12.2% | +15.2% |
| YTD | -9.8% | +26.0% | -35.8% | -20.7% |
| 1Y | -8.4% | +34.6% | -43.0% | -22.2% |
| 3Y | +765.0% | +26.7% | +738.4% | +655.1% |
| 5Y | +516.8% | +24.9% | +491.9% | +431.1% |
| All | +1,588.2% | +58.8% | +1,529.4% | +1,387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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