+765.0%
PLTR vs BAM
+85.9%
+679.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +2.9% |
| 7D | -12.9% | +9.7% | -22.6% | -18.5% |
| 30D | -17.4% | +19.0% | -36.4% | -27.1% |
| 3M | +2.9% | +0.6% | +2.3% | +1.8% |
| 6M | +19.9% | +11.1% | +8.8% | +10.5% |
| YTD | -9.8% | +4.2% | -14.0% | -14.4% |
| 1Y | -8.4% | +3.3% | -11.7% | -12.4% |
| 3Y | +765.0% | +88.8% | +676.3% | +442.9% |
| All | +765.0% | +85.9% | +679.2% | +442.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling