+1,660.3%
PLTR vs BX
+201.7%
+1,458.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | -0.8% |
| 7D | -4.1% | -5.6% | +1.5% | -0.3% |
| 30D | -2.2% | -12.2% | +10.0% | +6.7% |
| 3M | +27.6% | +7.4% | +20.2% | +21.2% |
| 6M | +10.3% | +22.2% | -11.9% | -5.5% |
| YTD | -5.9% | -14.0% | +8.1% | +1.3% |
| 1Y | +1.7% | -27.3% | +29.0% | +22.7% |
| 3Y | +959.1% | +24.5% | +934.5% | +740.0% |
| 5Y | +536.3% | +18.9% | +517.5% | +403.1% |
| All | +1,660.3% | +201.7% | +1,458.6% | +1,131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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