+1,684.5%
PLTR vs BAX
-65.7%
+1,750.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | 0.0% | -5.1% | +5.1% | +0.9% |
| 30D | -3.3% | -12.2% | +8.9% | -1.3% |
| 3M | +28.4% | +21.8% | +6.5% | +24.4% |
| 6M | +8.4% | +36.3% | -27.9% | +2.8% |
| YTD | -4.6% | +27.8% | -32.4% | -9.1% |
| 1Y | +4.4% | -0.1% | +4.5% | +3.7% |
| 3Y | +1,020.5% | -33.3% | +1,053.8% | +1,072.8% |
| 5Y | +548.8% | -67.1% | +615.9% | +596.7% |
| All | +1,684.5% | -65.7% | +1,750.2% | +1,873.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BAX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling