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  • PLTR vs BWA✓SelectedUSD · BWAPLTR vs BWA performance historyLatest closeAs of-0.45%09/09
Stock and ETF performance explorer

PLTR vs BWA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,684.5%
BWA return
+110.6%
Excess return
+1,573.9%
Maximum drawdown
-84.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBWAExcessAlpha
1D-0.5%-1.5%+1.1%0.0%
7D0.0%+0.1%-0.1%0.0%
30D-3.3%-5.6%+2.3%-1.7%
3M+28.4%-10.7%+39.1%+32.2%
6M+8.4%+23.2%-14.8%-1.0%
YTD-4.6%+46.0%-50.6%-20.7%
1Y+4.4%+51.2%-46.7%-14.9%
3Y+1,020.5%+69.6%+950.9%+732.2%
5Y+548.8%+86.6%+462.2%+344.4%
All+1,684.5%+110.6%+1,573.9%+1,044.5%

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