+1,692.6%
PLTR vs BAH
-4.0%
+1,696.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -5.3% | -4.3% | -1.0% | -3.9% |
| 30D | -1.0% | -4.5% | +3.5% | +0.6% |
| 3M | +24.8% | -7.6% | +32.4% | +27.6% |
| 6M | +8.4% | -10.6% | +19.0% | +11.7% |
| YTD | -4.2% | -12.6% | +8.4% | -1.5% |
| 1Y | +9.1% | -27.0% | +36.1% | +18.1% |
| 3Y | +1,025.6% | -31.5% | +1,057.1% | +1,087.1% |
| 5Y | +565.8% | -3.8% | +569.6% | +507.4% |
| All | +1,692.6% | -4.0% | +1,696.7% | +1,734.3% |
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