+617.6%
PLTR vs FCUV
-99.7%
+717.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +136.0% | -138.1% | -3.8% |
| 7D | +4.7% | +148.8% | -144.0% | +2.8% |
| 30D | -16.4% | +95.0% | -111.5% | -17.7% |
| 3M | -6.2% | +27.8% | -34.0% | -7.8% |
| 6M | +29.2% | +121.0% | -91.8% | +18.4% |
| YTD | -5.5% | -78.1% | +72.7% | -4.7% |
| 1Y | -2.4% | -94.3% | +91.8% | +5.6% |
| 3Y | +752.3% | -98.9% | +851.2% | +871.3% |
| All | +617.6% | -99.7% | +717.3% | +880.4% |
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