+2,047.8%
PLTR vs BAM
+88.1%
+1,959.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.7% |
| 7D | -3.8% | +5.0% | -8.7% | -7.0% |
| 30D | -19.2% | +16.6% | -35.8% | -27.9% |
| 3M | -3.7% | +2.2% | -5.9% | -5.7% |
| 6M | +22.5% | +9.7% | +12.8% | +13.8% |
| YTD | -5.0% | +5.2% | -10.3% | -10.7% |
| 1Y | -12.8% | +3.9% | -16.7% | -17.2% |
| 3Y | +758.3% | +91.5% | +666.7% | +409.3% |
| All | +2,047.8% | +88.1% | +1,959.7% | +1,196.1% |
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