-20.1%
CARR vs PLTU
+133.3%
-153.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.4% |
| 7D | -3.8% | -8.1% | +4.4% | -3.3% |
| 30D | -8.9% | -7.0% | -1.9% | -8.7% |
| 3M | -17.3% | +40.0% | -57.3% | -19.7% |
| 6M | -1.4% | -6.0% | +4.6% | -2.9% |
| YTD | +10.0% | -37.1% | +47.1% | +10.6% |
| 1Y | -6.4% | -33.1% | +26.8% | -7.4% |
| All | -20.1% | +133.3% | -153.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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