+1,677.1%
PLTR vs BP
+241.9%
+1,435.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.8% | -6.3% | +2.6% | -2.3% |
| 30D | -19.2% | -3.6% | -15.6% | -18.7% |
| 3M | -3.7% | +5.2% | -8.9% | -5.2% |
| 6M | +22.5% | +5.3% | +17.2% | +19.6% |
| YTD | -5.0% | +33.1% | -38.2% | -14.0% |
| 1Y | -12.8% | +26.3% | -39.1% | -19.9% |
| 3Y | +758.3% | +47.5% | +710.8% | +650.1% |
| 5Y | +649.6% | +106.2% | +543.5% | +530.0% |
| All | +1,677.1% | +241.9% | +1,435.1% | +1,265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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