+1,681.1%
PLTR vs CTAS
+184.2%
+1,496.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.3% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | -19.1% | +10.3% | -29.3% | -24.1% |
| 3M | -1.6% | +10.2% | -11.8% | -7.8% |
| 6M | +22.8% | +34.4% | -11.6% | +0.4% |
| YTD | -4.8% | +19.6% | -24.4% | -16.7% |
| 1Y | -4.9% | +21.8% | -26.7% | -18.0% |
| 3Y | +826.1% | +74.1% | +752.0% | +496.1% |
| 5Y | +597.7% | +114.0% | +483.7% | +272.4% |
| All | +1,681.1% | +184.2% | +1,496.8% | +847.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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