+959.1%
PLTR vs FANG
+45.3%
+913.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -4.1% | +2.9% | -7.0% | -4.7% |
| 30D | -2.2% | +2.6% | -4.8% | -2.9% |
| 3M | +27.6% | +7.6% | +20.0% | +24.3% |
| 6M | +10.3% | +17.3% | -7.0% | +3.6% |
| YTD | -5.9% | +38.7% | -44.6% | -17.2% |
| 1Y | +1.7% | +51.6% | -49.9% | -14.4% |
| 3Y | +959.1% | +50.0% | +909.1% | +670.4% |
| All | +959.1% | +45.3% | +913.8% | +670.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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