+959.1%
PLTR vs BRO
-7.6%
+966.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -4.1% | -7.3% | +3.3% | -1.6% |
| 30D | -2.2% | -6.9% | +4.6% | 0.0% |
| 3M | +27.6% | +10.7% | +16.9% | +22.6% |
| 6M | +10.3% | -2.7% | +13.0% | +10.5% |
| YTD | -5.9% | -16.3% | +10.4% | 0.0% |
| 1Y | +1.7% | -29.1% | +30.8% | +16.9% |
| 3Y | +959.1% | -7.8% | +966.9% | +886.4% |
| All | +959.1% | -7.6% | +966.7% | +886.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling