+1,660.3%
PLTR vs CHTR
-76.9%
+1,737.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.2% |
| 7D | -4.1% | -4.1% | 0.0% | -3.2% |
| 30D | -2.2% | -3.0% | +0.7% | -2.2% |
| 3M | +27.6% | +4.8% | +22.8% | +24.4% |
| 6M | +10.3% | -35.0% | +45.3% | +20.0% |
| YTD | -5.9% | -30.2% | +24.3% | -0.7% |
| 1Y | +1.7% | -44.8% | +46.5% | +15.4% |
| 3Y | +959.1% | -66.6% | +1,025.6% | +1,301.5% |
| 5Y | +536.3% | -81.5% | +617.8% | +727.6% |
| All | +1,660.3% | -76.9% | +1,737.2% | +2,463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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