+826.1%
PLTR vs BROS
+32.8%
+793.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.6% | -1.1% | +3.9% |
| 7D | -5.1% | -17.9% | +12.8% | -0.9% |
| 30D | -19.1% | -5.4% | -13.7% | -18.2% |
| 3M | -1.6% | -32.1% | +30.4% | +6.8% |
| 6M | +22.8% | -31.7% | +54.5% | +31.4% |
| YTD | -4.8% | -41.2% | +36.4% | +4.5% |
| 1Y | -4.9% | -32.6% | +27.7% | +0.6% |
| 3Y | +826.1% | +32.7% | +793.4% | +791.1% |
| All | +826.1% | +32.8% | +793.3% | +791.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling