+1,046.2%
PLTR vs PCAR
+66.6%
+979.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.6% |
| 7D | -6.4% | -0.5% | -5.9% | -6.2% |
| 30D | +10.0% | -6.2% | +16.3% | +13.0% |
| 3M | +23.0% | +5.9% | +17.1% | +20.0% |
| 6M | +13.8% | +0.4% | +13.4% | +12.8% |
| YTD | -1.9% | +14.8% | -16.7% | -9.6% |
| 1Y | +11.6% | +30.1% | -18.5% | -3.9% |
| All | +1,046.2% | +66.6% | +979.6% | +507.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling