+1,706.1%
PLTR vs BAH
+15.8%
+1,690.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +10.7% | -2.6% | +13.3% | +11.5% |
| 30D | -17.8% | +20.4% | -38.1% | -22.9% |
| 3M | +0.3% | +11.9% | -11.5% | -3.8% |
| 6M | +26.2% | +17.1% | +9.0% | +18.8% |
| YTD | -3.5% | +5.5% | -9.0% | -7.2% |
| 1Y | -6.8% | +5.6% | -12.4% | -10.8% |
| 3Y | +772.3% | -26.5% | +798.8% | +802.9% |
| 5Y | +651.6% | +6.5% | +645.1% | +542.0% |
| All | +1,706.1% | +15.8% | +1,690.3% | +1,628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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