+1,706.1%
PLTR vs BAC
+145.0%
+1,561.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +10.7% | +1.5% | +9.2% | +9.7% |
| 30D | -17.8% | -6.4% | -11.4% | -14.2% |
| 3M | +0.3% | -21.7% | +22.0% | +16.2% |
| 6M | +26.2% | +0.5% | +25.7% | +24.0% |
| YTD | -3.5% | -6.7% | +3.2% | -1.4% |
| 1Y | -6.8% | -4.7% | -2.2% | -6.0% |
| 3Y | +772.3% | +96.1% | +676.2% | +459.3% |
| 5Y | +651.6% | +21.7% | +629.9% | +489.2% |
| All | +1,706.1% | +145.0% | +1,561.1% | +1,116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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