+1,668.3%
PLTR vs BAX
-63.7%
+1,732.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +4.7% | +0.1% | +4.7% | +4.7% |
| 30D | -16.4% | +4.1% | -20.5% | -17.0% |
| 3M | -6.2% | -4.5% | -1.6% | -5.6% |
| 6M | +29.2% | +49.2% | -20.1% | +20.9% |
| YTD | -5.5% | +35.2% | -40.7% | -10.9% |
| 1Y | -2.4% | +38.3% | -40.7% | -8.5% |
| 3Y | +752.3% | -19.0% | +771.4% | +769.0% |
| 5Y | +635.8% | -64.2% | +700.0% | +692.0% |
| All | +1,668.3% | -63.7% | +1,732.0% | +1,835.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling