+752.3%
PLTR vs BX
+35.3%
+717.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.9% |
| 7D | +4.7% | +0.6% | +4.2% | +4.4% |
| 30D | -16.4% | +14.2% | -30.7% | -23.1% |
| 3M | -6.2% | -18.7% | +12.6% | +5.5% |
| 6M | +29.2% | +2.5% | +26.7% | +25.9% |
| YTD | -5.5% | -18.8% | +13.3% | +5.3% |
| 1Y | -2.4% | -10.3% | +7.9% | +1.1% |
| 3Y | +752.3% | +35.4% | +716.9% | +511.1% |
| All | +752.3% | +35.3% | +717.0% | +511.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling