+774.7%
PLTR vs CP
+35.8%
+738.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -17.5% | +9.6% | -27.1% | -21.2% |
| 3M | -1.5% | +2.2% | -3.7% | -2.6% |
| 6M | +25.9% | +11.1% | +14.8% | +18.7% |
| YTD | -3.0% | +28.2% | -31.2% | -17.7% |
| 1Y | -9.7% | +32.2% | -41.9% | -25.1% |
| All | +774.7% | +35.8% | +738.8% | +607.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling