+597.7%
PLTR vs BROS
-47.0%
+644.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.6% | -1.1% | +3.3% |
| 7D | -5.1% | -17.9% | +12.8% | +0.8% |
| 30D | -19.1% | -5.4% | -13.7% | -18.1% |
| 3M | -1.6% | -32.1% | +30.4% | +10.2% |
| 6M | +22.8% | -31.7% | +54.5% | +34.9% |
| YTD | -4.8% | -41.2% | +36.4% | +8.2% |
| 1Y | -4.9% | -32.6% | +27.7% | +2.6% |
| 3Y | +826.1% | +32.7% | +793.4% | +602.0% |
| 5Y | +597.7% | -44.2% | +642.0% | +644.7% |
| All | +597.7% | -47.0% | +644.8% | +644.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling