+10.1%
PLTR vs FIG
-71.6%
+81.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -3.7% |
| 7D | -6.4% | -16.3% | +9.9% | -3.3% |
| 30D | +10.0% | -14.3% | +24.4% | +12.6% |
| 3M | +23.0% | +7.2% | +15.9% | +20.5% |
| 6M | +13.8% | -18.6% | +32.4% | +11.7% |
| YTD | -1.9% | -35.5% | +33.5% | -2.1% |
| 1Y | +11.6% | -55.8% | +67.4% | +12.7% |
| All | +10.1% | -71.6% | +81.7% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling