+1,660.3%
PLTR vs CRS
+2,552.4%
-892.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.2% |
| 7D | -4.1% | -6.8% | +2.7% | -1.7% |
| 30D | -2.2% | -16.1% | +13.9% | +4.0% |
| 3M | +27.6% | -21.2% | +48.7% | +38.1% |
| 6M | +10.3% | +8.7% | +1.6% | +4.6% |
| YTD | -5.9% | +41.0% | -46.9% | -19.7% |
| 1Y | +1.7% | +82.7% | -80.9% | -22.3% |
| 3Y | +959.1% | +604.8% | +354.3% | +404.6% |
| 5Y | +536.3% | +1,384.7% | -848.4% | +152.0% |
| All | +1,660.3% | +2,552.4% | -892.1% | +579.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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