+1,588.2%
PLTR vs FAST
+170.1%
+1,418.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -12.9% | +2.1% | -15.0% | -14.0% |
| 30D | -17.4% | +6.9% | -24.3% | -20.9% |
| 3M | +2.9% | +4.8% | -2.0% | -0.2% |
| 6M | +19.9% | +19.8% | +0.1% | +6.3% |
| YTD | -9.8% | +34.9% | -44.7% | -28.5% |
| 1Y | -8.4% | +32.8% | -41.2% | -26.5% |
| 3Y | +765.0% | +93.7% | +671.3% | +396.6% |
| 5Y | +516.8% | +105.3% | +411.5% | +229.0% |
| All | +1,588.2% | +170.1% | +1,418.2% | +734.9% |
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