+1,692.6%
PLTR vs CRL
+26.4%
+1,666.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.2% |
| 7D | -5.3% | -0.6% | -4.8% | -5.2% |
| 30D | -1.0% | +5.0% | -6.0% | -3.1% |
| 3M | +24.8% | +50.6% | -25.8% | +3.6% |
| 6M | +8.4% | +60.9% | -52.6% | -13.8% |
| YTD | -4.2% | +40.7% | -44.9% | -19.7% |
| 1Y | +9.1% | +73.3% | -64.2% | -17.9% |
| 3Y | +1,025.6% | +40.6% | +985.0% | +754.5% |
| 5Y | +565.8% | -37.0% | +602.7% | +562.7% |
| All | +1,692.6% | +26.4% | +1,666.2% | +1,713.1% |
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