+1,684.5%
PLTR vs CHTR
-78.7%
+1,763.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.1% | +7.7% | +1.7% |
| 7D | 0.0% | -15.8% | +15.8% | +4.5% |
| 30D | -3.3% | -12.7% | +9.4% | -0.4% |
| 3M | +28.4% | -1.1% | +29.5% | +27.1% |
| 6M | +8.4% | -39.9% | +48.3% | +20.5% |
| YTD | -4.6% | -35.9% | +31.2% | +3.1% |
| 1Y | +4.4% | -49.2% | +53.6% | +21.2% |
| 3Y | +1,020.5% | -68.3% | +1,088.8% | +1,397.1% |
| 5Y | +548.8% | -83.0% | +631.7% | +764.4% |
| All | +1,684.5% | -78.7% | +1,763.3% | +2,560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling