+499.6%
PLTR vs CP
+24.4%
+475.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.5% |
| 7D | -12.9% | +2.8% | -15.7% | -14.4% |
| 30D | -17.4% | +10.2% | -27.6% | -22.3% |
| 3M | +2.9% | +2.4% | +0.5% | +1.1% |
| 6M | +19.9% | +7.7% | +12.2% | +13.3% |
| YTD | -9.8% | +26.0% | -35.8% | -24.7% |
| 1Y | -8.4% | +34.6% | -43.0% | -27.2% |
| 3Y | +765.0% | +26.7% | +738.4% | +601.8% |
| All | +499.6% | +24.4% | +475.2% | +380.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling