+1,692.6%
PLTR vs CDW
+31.9%
+1,660.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | +0.5% |
| 7D | -5.3% | -3.9% | -1.5% | -3.2% |
| 30D | -1.0% | +6.9% | -7.9% | -4.6% |
| 3M | +24.8% | +7.7% | +17.1% | +18.5% |
| 6M | +8.4% | +18.3% | -10.0% | -5.5% |
| YTD | -4.2% | +7.8% | -12.0% | -12.8% |
| 1Y | +9.1% | -12.2% | +21.3% | +13.2% |
| 3Y | +1,025.6% | -28.9% | +1,054.5% | +1,193.5% |
| 5Y | +565.8% | -22.8% | +588.5% | +571.8% |
| All | +1,692.6% | +31.9% | +1,660.8% | +2,061.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling