+1,684.5%
PLTR vs FDS
-10.9%
+1,695.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.1% |
| 7D | 0.0% | -8.8% | +8.8% | +4.4% |
| 30D | -3.3% | -1.4% | -1.9% | -2.6% |
| 3M | +28.4% | +13.9% | +14.5% | +20.3% |
| 6M | +8.4% | +27.4% | -19.0% | -3.6% |
| YTD | -4.6% | -2.5% | -2.2% | -4.9% |
| 1Y | +4.4% | -23.8% | +28.2% | +17.2% |
| 3Y | +1,020.5% | -32.5% | +1,053.0% | +1,227.6% |
| 5Y | +548.8% | -23.2% | +572.0% | +666.3% |
| All | +1,684.5% | -10.9% | +1,695.4% | +1,950.7% |
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