+1,677.1%
PLTR vs BAX
-62.8%
+1,739.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -3.8% | +3.6% | -7.4% | -4.2% |
| 30D | -19.2% | +8.5% | -27.7% | -20.3% |
| 3M | -3.7% | -4.9% | +1.2% | -3.0% |
| 6M | +22.5% | +47.0% | -24.5% | +15.0% |
| YTD | -5.0% | +38.4% | -43.5% | -10.8% |
| 1Y | -12.8% | +49.1% | -61.9% | -19.3% |
| 3Y | +758.3% | -14.9% | +773.1% | +768.1% |
| 5Y | +649.6% | -63.1% | +712.8% | +705.9% |
| All | +1,677.1% | -62.8% | +1,739.9% | +1,838.3% |
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