+1,668.3%
PLTR vs BWA
+64.2%
+1,604.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +4.7% | +4.3% | +0.5% | +3.4% |
| 30D | -16.4% | -13.0% | -3.4% | -12.7% |
| 3M | -6.2% | -24.8% | +18.7% | +2.0% |
| 6M | +29.2% | -23.5% | +52.7% | +38.2% |
| YTD | -5.5% | +13.8% | -19.3% | -15.4% |
| 1Y | -2.4% | +13.4% | -15.8% | -12.6% |
| 3Y | +752.3% | +62.8% | +689.5% | +529.5% |
| 5Y | +635.8% | +28.5% | +607.4% | +453.9% |
| All | +1,668.3% | +64.2% | +1,604.1% | +1,120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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