+1,684.5%
PLTR vs FCEL
-74.8%
+1,759.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | +0.9% |
| 7D | 0.0% | +15.1% | -15.0% | -3.4% |
| 30D | -3.3% | -16.4% | +13.2% | -1.1% |
| 3M | +28.4% | -5.3% | +33.6% | +20.1% |
| 6M | +8.4% | +124.5% | -116.2% | -25.0% |
| YTD | -4.6% | +126.7% | -131.3% | -35.6% |
| 1Y | +4.4% | +219.9% | -215.5% | -39.4% |
| 3Y | +1,020.5% | -61.6% | +1,082.1% | +841.8% |
| 5Y | +548.8% | -90.5% | +639.3% | +705.8% |
| All | +1,684.5% | -74.8% | +1,759.3% | +1,618.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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