+1,684.5%
PLTR vs FANG
+722.3%
+962.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.8% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -3.3% | +2.4% | -5.7% | -3.8% |
| 3M | +28.4% | +4.9% | +23.5% | +26.3% |
| 6M | +8.4% | +12.0% | -3.7% | +4.7% |
| YTD | -4.6% | +37.1% | -41.7% | -12.4% |
| 1Y | +4.4% | +52.3% | -47.8% | -6.8% |
| 3Y | +1,020.5% | +45.0% | +975.5% | +896.6% |
| 5Y | +548.8% | +231.0% | +317.8% | +405.5% |
| All | +1,684.5% | +722.3% | +962.2% | +1,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling