+1,677.1%
PLTR vs PCAR
+125.6%
+1,551.4%
-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% | -0.4% | -0.3% |
| 7D | -3.8% | +3.8% | -7.6% | -5.4% |
| 30D | -19.2% | -2.0% | -17.3% | -18.7% |
| 3M | -3.7% | -19.1% | +15.4% | +5.8% |
| 6M | +22.5% | -6.8% | +29.3% | +25.2% |
| YTD | -5.0% | -2.5% | -2.6% | -6.5% |
| 1Y | -12.8% | +9.7% | -22.5% | -19.4% |
| 3Y | +758.3% | +34.0% | +724.3% | +577.2% |
| 5Y | +649.6% | +113.3% | +536.3% | +375.9% |
| All | +1,677.1% | +125.6% | +1,551.4% | +1,096.0% |
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