+525.6%
PLTR vs CPNG
-76.2%
+601.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | -0.5% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | -2.2% | -7.4% | +5.1% | +0.7% |
| 3M | +27.6% | -12.3% | +39.9% | +34.3% |
| 6M | +10.3% | -19.4% | +29.8% | +17.7% |
| YTD | -5.9% | -35.9% | +30.0% | +10.3% |
| 1Y | +1.7% | -53.4% | +55.2% | +37.0% |
| 3Y | +959.1% | -20.0% | +979.1% | +973.0% |
| 5Y | +536.3% | -49.6% | +585.9% | +541.5% |
| All | +525.6% | -76.2% | +601.8% | +589.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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