+1,668.3%
PLTR vs F
+148.7%
+1,519.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +4.7% | -3.1% | +7.8% | +6.1% |
| 30D | -16.4% | 0.0% | -16.4% | -16.7% |
| 3M | -6.2% | -13.2% | +7.1% | -1.1% |
| 6M | +29.2% | -10.2% | +39.4% | +32.7% |
| YTD | -5.5% | -4.9% | -0.6% | -7.4% |
| 1Y | -2.4% | -6.1% | +3.7% | -3.7% |
| 3Y | +752.3% | +46.0% | +706.3% | +535.4% |
| 5Y | +635.8% | -15.7% | +651.5% | +563.9% |
| All | +1,668.3% | +148.7% | +1,519.6% | +1,398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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