+1,588.2%
PLTR vs PCAR
+117.2%
+1,471.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.6% |
| 7D | -12.9% | +0.1% | -13.0% | -13.0% |
| 30D | -17.4% | -4.6% | -12.8% | -15.8% |
| 3M | +2.9% | -22.6% | +25.4% | +15.2% |
| 6M | +19.9% | -12.0% | +31.8% | +25.6% |
| YTD | -9.8% | -6.1% | -3.7% | -9.7% |
| 1Y | -8.4% | +6.3% | -14.7% | -14.2% |
| 3Y | +765.0% | +31.8% | +733.3% | +585.9% |
| 5Y | +516.8% | +104.2% | +412.7% | +298.4% |
| All | +1,588.2% | +117.2% | +1,471.0% | +1,055.3% |
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