+1,588.2%
PLTR vs BA
+5.4%
+1,582.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | -12.9% | +1.1% | -14.0% | -13.4% |
| 30D | -17.4% | -7.9% | -9.5% | -14.0% |
| 3M | +2.9% | -25.3% | +28.2% | +19.8% |
| 6M | +19.9% | -24.6% | +44.5% | +37.6% |
| YTD | -9.8% | -20.1% | +10.4% | -1.1% |
| 1Y | -8.4% | -11.8% | +3.4% | -5.6% |
| 3Y | +765.0% | -10.1% | +775.2% | +737.0% |
| 5Y | +516.8% | -22.7% | +539.6% | +526.4% |
| All | +1,588.2% | +5.4% | +1,582.8% | +1,467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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