+547.4%
PLTR vs CARR
+8.3%
+539.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.1% |
| 7D | -4.1% | -3.8% | -0.3% | -1.8% |
| 30D | -2.2% | -8.9% | +6.7% | +3.5% |
| 3M | +27.6% | -17.3% | +44.9% | +41.8% |
| 6M | +10.3% | -1.4% | +11.7% | +5.8% |
| YTD | -5.9% | +10.0% | -15.9% | -18.3% |
| 1Y | +1.7% | -6.4% | +8.1% | -0.6% |
| 3Y | +959.1% | +1.5% | +957.5% | +813.0% |
| All | +547.4% | +8.3% | +539.1% | +358.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling