+765.0%
PLTR vs FICO
-24.3%
+789.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -12.9% | -0.9% | -11.9% | -12.7% |
| 30D | -17.4% | +3.3% | -20.7% | -18.9% |
| 3M | +2.9% | -31.7% | +34.6% | +11.4% |
| 6M | +19.9% | -34.0% | +53.8% | +28.8% |
| YTD | -9.8% | -58.3% | +48.6% | +12.5% |
| 1Y | -8.4% | -57.9% | +49.6% | +13.6% |
| 3Y | +765.0% | -24.1% | +789.1% | +482.2% |
| All | +765.0% | -24.3% | +789.3% | +482.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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