+2,066.7%
PLTR vs BAM
+71.9%
+1,994.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | +0.1% |
| 7D | -5.3% | -1.6% | -3.8% | -4.2% |
| 30D | -1.0% | -6.0% | +5.0% | +3.4% |
| 3M | +24.8% | +7.3% | +17.4% | +18.4% |
| 6M | +8.4% | +8.2% | +0.1% | +1.9% |
| YTD | -4.2% | -3.8% | -0.3% | -3.5% |
| 1Y | +9.1% | -10.7% | +19.8% | +15.9% |
| 3Y | +1,025.6% | +55.3% | +970.2% | +669.0% |
| All | +2,066.7% | +71.9% | +1,994.8% | +1,301.4% |
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