+520.3%
PLTR vs BROS
+10.5%
+509.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -4.0% |
| 7D | +4.7% | +6.3% | -1.6% | +2.7% |
| 30D | -16.4% | -8.3% | -8.1% | -14.8% |
| 3M | -6.2% | -29.8% | +23.6% | +2.9% |
| 6M | +29.2% | -25.8% | +55.0% | +37.1% |
| YTD | -5.5% | -41.4% | +35.9% | +6.2% |
| 1Y | -2.4% | -35.2% | +32.8% | +5.8% |
| 3Y | +752.3% | +32.8% | +719.5% | +581.1% |
| 5Y | +635.8% | -42.2% | +678.0% | +603.8% |
| All | +520.3% | +10.5% | +509.9% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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