+719.1%
PLTR vs PCOR
-9.2%
+728.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -3.8% | +20.7% | -24.5% | -14.8% |
| 30D | -19.2% | +35.7% | -54.9% | -33.3% |
| 3M | -3.7% | +31.1% | -34.7% | -19.3% |
| 6M | +22.5% | +43.1% | -20.6% | -3.3% |
| YTD | -5.0% | +4.8% | -9.9% | -12.3% |
| 1Y | -12.8% | -3.7% | -9.1% | -15.3% |
| 3Y | +758.3% | +46.5% | +711.7% | +492.1% |
| 5Y | +649.6% | -17.3% | +666.9% | +501.3% |
| All | +719.1% | -9.2% | +728.3% | +552.8% |
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