+1,684.5%
PLTR vs CHRW
+65.4%
+1,619.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | +4.1% | -4.0% | -1.2% |
| 30D | -3.3% | +1.9% | -5.1% | -3.8% |
| 3M | +28.4% | -21.2% | +49.5% | +36.1% |
| 6M | +8.4% | -16.7% | +25.0% | +12.4% |
| YTD | -4.6% | -5.4% | +0.7% | -5.5% |
| 1Y | +4.4% | +21.2% | -16.8% | -5.0% |
| 3Y | +1,020.5% | +86.5% | +934.0% | +748.5% |
| 5Y | +548.8% | +93.0% | +455.8% | +402.9% |
| All | +1,684.5% | +65.4% | +1,619.1% | +1,245.3% |
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