+1,681.1%
PLTR vs CRL
+59.1%
+1,621.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +3.6% |
| 7D | -5.1% | +4.4% | -9.5% | -6.8% |
| 30D | -19.1% | +17.1% | -36.1% | -24.2% |
| 3M | -1.6% | +32.1% | -33.7% | -12.7% |
| 6M | +22.8% | +98.9% | -76.1% | -9.8% |
| YTD | -4.8% | +77.1% | -81.9% | -27.7% |
| 1Y | -4.9% | +110.3% | -115.2% | -33.2% |
| 3Y | +826.1% | +108.5% | +717.6% | +474.9% |
| 5Y | +597.7% | -7.9% | +605.6% | +515.1% |
| All | +1,681.1% | +59.1% | +1,621.9% | +1,533.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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