+765.0%
PLTR vs BAH
-26.3%
+791.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.6% |
| 7D | -12.9% | -3.5% | -9.3% | -12.2% |
| 30D | -17.4% | +24.3% | -41.6% | -22.6% |
| 3M | +2.9% | +16.3% | -13.5% | -1.8% |
| 6M | +19.9% | +13.6% | +6.3% | +14.7% |
| YTD | -9.8% | +3.5% | -13.3% | -12.5% |
| 1Y | -8.4% | +2.7% | -11.1% | -11.2% |
| 3Y | +765.0% | -26.6% | +791.6% | +817.0% |
| All | +765.0% | -26.3% | +791.3% | +817.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling