+1,706.1%
PLTR vs BP
+251.5%
+1,454.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +10.7% | +2.5% | +8.2% | +10.1% |
| 30D | -17.8% | -5.6% | -12.2% | -16.8% |
| 3M | +0.3% | +8.0% | -7.7% | -1.9% |
| 6M | +26.2% | +5.7% | +20.5% | +23.3% |
| YTD | -3.5% | +36.8% | -40.3% | -13.1% |
| 1Y | -6.8% | +30.7% | -37.5% | -15.1% |
| 3Y | +772.3% | +51.6% | +720.7% | +657.5% |
| 5Y | +651.6% | +112.2% | +539.3% | +527.6% |
| All | +1,706.1% | +251.5% | +1,454.7% | +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