+7.1%
PLTR vs FIG
-74.1%
+81.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | 0.0% | -14.5% | +14.5% | +3.0% |
| 30D | -3.3% | -13.3% | +10.1% | -0.8% |
| 3M | +28.4% | +7.4% | +20.9% | +26.4% |
| 6M | +8.4% | -27.8% | +36.2% | +8.3% |
| YTD | -4.6% | -41.1% | +36.5% | -3.1% |
| 1Y | +4.4% | -58.7% | +63.1% | +7.3% |
| All | +7.1% | -74.1% | +81.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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