+1,677.1%
PLTR vs FE
+109.8%
+1,567.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | -3.8% | -0.5% | -3.2% | -3.7% |
| 30D | -19.2% | +4.3% | -23.6% | -19.4% |
| 3M | -3.7% | +0.4% | -4.1% | -3.7% |
| 6M | +22.5% | +6.9% | +15.6% | +21.8% |
| YTD | -5.0% | +8.0% | -13.0% | -5.9% |
| 1Y | -12.8% | +4.8% | -17.6% | -13.4% |
| 3Y | +758.3% | +49.0% | +709.3% | +704.1% |
| 5Y | +649.6% | +46.2% | +603.4% | +615.8% |
| All | +1,677.1% | +109.8% | +1,567.3% | +1,673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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