+1,681.1%
PLTR vs CHRW
+41.8%
+1,639.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.6% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -19.1% | -9.4% | -9.7% | -16.9% |
| 3M | -1.6% | -13.3% | +11.6% | +1.9% |
| 6M | +22.8% | -24.2% | +46.9% | +30.7% |
| YTD | -4.8% | -18.9% | +14.1% | -2.0% |
| 1Y | -4.9% | -12.4% | +7.5% | -4.4% |
| 3Y | +826.1% | +72.2% | +753.9% | +605.3% |
| 5Y | +597.7% | +53.4% | +544.4% | +467.9% |
| All | +1,681.1% | +41.8% | +1,639.2% | +1,295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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