+1,668.3%
PLTR vs CHD
+30.4%
+1,637.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.8% |
| 7D | +4.7% | +3.6% | +1.1% | +5.4% |
| 30D | -16.4% | +10.4% | -26.8% | -14.8% |
| 3M | -6.2% | +12.2% | -18.3% | -4.1% |
| 6M | +29.2% | +19.9% | +9.3% | +33.9% |
| YTD | -5.5% | +36.4% | -41.9% | +0.7% |
| 1Y | -2.4% | +35.1% | -37.5% | +3.9% |
| 3Y | +752.3% | +29.2% | +723.1% | +802.8% |
| 5Y | +635.8% | +33.4% | +602.4% | +677.4% |
| All | +1,668.3% | +30.4% | +1,637.9% | +1,818.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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