+1,681.1%
PLTR vs FDS
+4.3%
+1,676.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | -5.1% | -5.0% | -0.2% | -3.2% |
| 30D | -19.1% | +13.8% | -32.8% | -24.1% |
| 3M | -1.6% | +14.8% | -16.5% | -8.4% |
| 6M | +22.8% | +47.4% | -24.6% | +1.2% |
| YTD | -4.8% | +14.2% | -19.0% | -12.5% |
| 1Y | -4.9% | +26.6% | -31.6% | -17.8% |
| 3Y | +826.1% | -24.4% | +850.5% | +939.2% |
| 5Y | +597.7% | -22.6% | +620.4% | +635.9% |
| All | +1,681.1% | +4.3% | +1,676.8% | +1,787.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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