+531.1%
PLTR vs CHTR
-82.1%
+613.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.1% | -3.7% |
| 7D | -9.1% | -7.1% | -2.0% | -7.2% |
| 30D | -5.2% | -10.9% | +5.7% | -2.6% |
| 3M | +27.4% | +2.0% | +25.4% | +24.7% |
| 6M | +9.7% | -35.9% | +45.7% | +21.2% |
| YTD | -6.7% | -32.7% | +26.0% | +0.3% |
| 1Y | -0.5% | -46.6% | +46.0% | +16.2% |
| 3Y | +996.2% | -66.7% | +1,063.0% | +1,418.9% |
| 5Y | +531.1% | -82.1% | +613.3% | +1,007.1% |
| All | +531.1% | -82.1% | +613.2% | +1,007.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling