+1,046.2%
PLTR vs CTAS
+66.0%
+980.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -6.4% | -1.8% | -4.6% | -5.5% |
| 30D | +10.0% | -0.2% | +10.2% | +10.2% |
| 3M | +23.0% | +11.7% | +11.3% | +15.6% |
| 6M | +13.8% | +0.7% | +13.1% | +13.1% |
| YTD | -1.9% | +7.4% | -9.3% | -6.4% |
| 1Y | +11.6% | -2.1% | +13.8% | +12.6% |
| All | +1,046.2% | +66.0% | +980.1% | +598.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling