+547.4%
PLTR vs FANG
+232.6%
+314.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -4.1% | +2.9% | -7.0% | -4.8% |
| 30D | -2.2% | +2.6% | -4.8% | -2.9% |
| 3M | +27.6% | +7.6% | +20.0% | +24.1% |
| 6M | +10.3% | +17.3% | -7.0% | +3.9% |
| YTD | -5.9% | +38.7% | -44.6% | -16.3% |
| 1Y | +1.7% | +51.6% | -49.9% | -12.6% |
| 3Y | +959.1% | +50.0% | +909.1% | +787.4% |
| All | +547.4% | +232.6% | +314.8% | +331.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling