+1,706.1%
PLTR vs CHRW
+47.8%
+1,658.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | +10.7% | +4.7% | +6.0% | +9.2% |
| 30D | -17.8% | -2.6% | -15.2% | -17.3% |
| 3M | +0.3% | -8.0% | +8.3% | +2.1% |
| 6M | +26.2% | -19.0% | +45.2% | +31.7% |
| YTD | -3.5% | -15.5% | +12.0% | -1.8% |
| 1Y | -6.8% | -10.8% | +4.0% | -6.8% |
| 3Y | +772.3% | +79.8% | +692.5% | +555.8% |
| 5Y | +651.6% | +59.3% | +592.3% | +504.5% |
| All | +1,706.1% | +47.8% | +1,658.3% | +1,298.4% |
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