+1,692.6%
PLTR vs CARR
+109.5%
+1,583.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | -5.3% | +3.2% | -8.6% | -6.9% |
| 30D | -1.0% | -7.7% | +6.7% | +3.3% |
| 3M | +24.8% | -11.9% | +36.7% | +32.0% |
| 6M | +8.4% | +2.0% | +6.3% | +3.1% |
| YTD | -4.2% | +13.2% | -17.3% | -15.8% |
| 1Y | +9.1% | -8.5% | +17.6% | +9.1% |
| 3Y | +1,025.6% | +5.0% | +1,020.6% | +900.3% |
| 5Y | +565.8% | +12.0% | +553.8% | +391.0% |
| All | +1,692.6% | +109.5% | +1,583.1% | +1,385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling