+1,706.1%
PLTR vs CRL
+53.5%
+1,652.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +10.7% | +8.9% | +1.8% | +7.0% |
| 30D | -17.8% | +14.0% | -31.8% | -22.1% |
| 3M | +0.3% | +19.8% | -19.5% | -7.4% |
| 6M | +26.2% | +102.0% | -75.9% | -8.0% |
| YTD | -3.5% | +70.8% | -74.3% | -25.6% |
| 1Y | -6.8% | +98.7% | -105.6% | -33.0% |
| 3Y | +772.3% | +98.2% | +674.1% | +454.2% |
| 5Y | +651.6% | -11.7% | +663.2% | +572.7% |
| All | +1,706.1% | +53.5% | +1,652.6% | +1,580.4% |
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