+1,681.1%
PLTR vs FAST
+178.1%
+1,502.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +3.6% |
| 7D | -5.1% | +3.8% | -9.0% | -7.3% |
| 30D | -19.1% | +8.1% | -27.1% | -23.1% |
| 3M | -1.6% | +5.8% | -7.4% | -5.2% |
| 6M | +22.8% | +24.9% | -2.1% | +6.1% |
| YTD | -4.8% | +38.9% | -43.7% | -25.9% |
| 1Y | -4.9% | +36.5% | -41.4% | -24.9% |
| 3Y | +826.1% | +98.1% | +728.0% | +425.2% |
| 5Y | +597.7% | +109.3% | +488.4% | +266.5% |
| All | +1,681.1% | +178.1% | +1,502.9% | +765.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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