+1,681.1%
PLTR vs FIS
-78.0%
+1,759.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | -5.1% | -29.4% | +24.3% | +4.5% |
| 30D | -19.1% | -16.7% | -2.3% | -16.0% |
| 3M | -1.6% | -33.0% | +31.3% | +9.8% |
| 6M | +22.8% | -33.3% | +56.1% | +36.8% |
| YTD | -4.8% | -56.0% | +51.2% | +21.3% |
| 1Y | -4.9% | -54.6% | +49.7% | +19.9% |
| 3Y | +826.1% | -40.6% | +866.7% | +929.3% |
| 5Y | +597.7% | -71.9% | +669.7% | +829.1% |
| All | +1,681.1% | -78.0% | +1,759.0% | +2,255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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