+1,660.3%
PLTR vs BBY
+6.2%
+1,654.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | -2.2% | +9.4% | -11.6% | -6.5% |
| 3M | +27.6% | +19.3% | +8.2% | +17.3% |
| 6M | +10.3% | +47.9% | -37.6% | -8.2% |
| YTD | -5.9% | +39.6% | -45.5% | -20.5% |
| 1Y | +1.7% | +22.2% | -20.4% | -9.2% |
| 3Y | +959.1% | +45.0% | +914.1% | +715.8% |
| 5Y | +536.3% | +2.6% | +533.8% | +427.1% |
| All | +1,660.3% | +6.2% | +1,654.1% | +1,411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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