+678.2%
PLTR vs PCOR
-10.3%
+688.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | -12.9% | +22.7% | -35.6% | -23.7% |
| 30D | -17.4% | +37.5% | -54.8% | -32.3% |
| 3M | +2.9% | +35.2% | -32.3% | -15.3% |
| 6M | +19.9% | +42.2% | -22.4% | -5.1% |
| YTD | -9.8% | +3.6% | -13.3% | -16.1% |
| 1Y | -8.4% | -4.8% | -3.6% | -10.5% |
| 3Y | +765.0% | +48.3% | +716.7% | +490.3% |
| 5Y | +516.8% | -20.1% | +536.9% | +400.3% |
| All | +678.2% | -10.3% | +688.5% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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