+1,660.3%
PLTR vs CARR
+103.7%
+1,556.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -4.1% | -3.8% | -0.3% | -2.1% |
| 30D | -2.2% | -8.9% | +6.7% | +2.7% |
| 3M | +27.6% | -17.3% | +44.9% | +39.9% |
| 6M | +10.3% | -1.4% | +11.7% | +6.8% |
| YTD | -5.9% | +10.0% | -15.9% | -16.1% |
| 1Y | +1.7% | -6.4% | +8.1% | +0.1% |
| 3Y | +959.1% | +1.5% | +957.5% | +857.9% |
| 5Y | +536.3% | +9.3% | +527.0% | +376.3% |
| All | +1,660.3% | +103.7% | +1,556.6% | +1,380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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