+1,692.6%
PLTR vs BP
+244.2%
+1,448.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.8% | -2.9% |
| 7D | -5.3% | +0.9% | -6.3% | -5.6% |
| 30D | -1.0% | +9.1% | -10.1% | -3.2% |
| 3M | +24.8% | +3.9% | +20.9% | +22.8% |
| 6M | +8.4% | +13.6% | -5.3% | +3.3% |
| YTD | -4.2% | +34.0% | -38.2% | -13.1% |
| 1Y | +9.1% | +39.2% | -30.1% | -2.5% |
| 3Y | +1,025.6% | +36.4% | +989.2% | +898.4% |
| 5Y | +565.8% | +135.8% | +430.0% | +458.1% |
| All | +1,692.6% | +244.2% | +1,448.4% | +1,279.1% |
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