+765.0%
PLTR vs FDS
-23.2%
+788.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +4.6% |
| 7D | -12.9% | -0.5% | -12.4% | -12.9% |
| 30D | -17.4% | +20.2% | -37.6% | -22.5% |
| 3M | +2.9% | +19.9% | -17.0% | -3.4% |
| 6M | +19.9% | +56.2% | -36.3% | +4.0% |
| YTD | -9.8% | +14.6% | -24.3% | -15.9% |
| 1Y | -8.4% | +31.6% | -40.0% | -18.4% |
| 3Y | +765.0% | -23.8% | +788.9% | +825.3% |
| All | +765.0% | -23.2% | +788.2% | +825.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling