+547.4%
PLTR vs FCUV
-99.8%
+647.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.8% |
| 7D | -4.1% | -66.5% | +62.4% | -3.1% |
| 30D | -2.2% | +5.0% | -7.2% | -3.0% |
| 3M | +27.6% | +63.8% | -36.2% | +18.8% |
| 6M | +10.3% | -67.8% | +78.1% | +9.2% |
| YTD | -5.9% | -82.4% | +76.5% | -4.3% |
| 1Y | +1.7% | -94.7% | +96.5% | +9.3% |
| 3Y | +959.1% | -99.3% | +1,058.3% | +1,133.9% |
| All | +547.4% | -99.8% | +647.3% | +800.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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