+2,052.7%
PLTR vs BAM
+90.5%
+1,962.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +3.9% |
| 7D | -5.1% | +5.3% | -10.4% | -8.4% |
| 30D | -19.1% | +18.1% | -37.2% | -28.3% |
| 3M | -1.6% | +4.2% | -5.9% | -5.0% |
| 6M | +22.8% | +11.1% | +11.7% | +13.1% |
| YTD | -4.8% | +6.6% | -11.4% | -11.3% |
| 1Y | -4.9% | +6.2% | -11.1% | -11.1% |
| 3Y | +826.1% | +95.0% | +731.1% | +442.8% |
| All | +2,052.7% | +90.5% | +1,962.1% | +1,187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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