+1,681.1%
PLTR vs BAC
+145.2%
+1,535.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.1% |
| 7D | -5.1% | +2.0% | -7.1% | -6.2% |
| 30D | -19.1% | -6.9% | -12.1% | -15.3% |
| 3M | -1.6% | -19.6% | +17.9% | +12.0% |
| 6M | +22.8% | -0.5% | +23.3% | +21.4% |
| YTD | -4.8% | -6.6% | +1.8% | -2.8% |
| 1Y | -4.9% | -3.0% | -2.0% | -5.2% |
| 3Y | +826.1% | +97.3% | +728.8% | +491.8% |
| 5Y | +597.7% | +21.9% | +575.9% | +446.7% |
| All | +1,681.1% | +145.2% | +1,535.8% | +1,099.2% |
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