+1,677.1%
PLTR vs PCAR
+124.9%
+1,552.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -3.8% | +3.5% | -7.2% | -5.2% |
| 30D | -19.2% | -2.3% | -17.0% | -18.5% |
| 3M | -3.7% | -19.3% | +15.7% | +6.0% |
| 6M | +22.5% | -7.1% | +29.6% | +25.4% |
| YTD | -5.0% | -2.8% | -2.2% | -6.4% |
| 1Y | -12.8% | +9.3% | -22.1% | -19.3% |
| 3Y | +758.3% | +33.5% | +724.8% | +578.2% |
| 5Y | +649.6% | +112.6% | +537.0% | +376.6% |
| All | +1,677.1% | +124.9% | +1,552.2% | +1,097.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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