+1,681.1%
PLTR vs BAH
+15.4%
+1,665.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.0% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | -19.1% | +17.3% | -36.3% | -23.4% |
| 3M | -1.6% | +14.9% | -16.5% | -6.4% |
| 6M | +22.8% | +14.2% | +8.5% | +16.5% |
| YTD | -4.8% | +5.1% | -9.9% | -8.4% |
| 1Y | -4.9% | +2.1% | -7.0% | -7.9% |
| 3Y | +826.1% | -26.0% | +852.1% | +855.7% |
| 5Y | +597.7% | +9.0% | +588.8% | +496.6% |
| All | +1,681.1% | +15.4% | +1,665.7% | +1,606.2% |
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