+1,692.6%
PLTR vs FIS
-69.7%
+1,762.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.3% |
| 7D | -5.3% | -3.5% | -1.9% | -4.2% |
| 30D | -1.0% | -7.8% | +6.8% | +1.8% |
| 3M | +24.8% | +0.8% | +24.0% | +23.8% |
| 6M | +8.4% | -21.9% | +30.3% | +17.2% |
| YTD | -4.2% | -39.5% | +35.3% | +12.5% |
| 1Y | +9.1% | -41.0% | +50.1% | +28.6% |
| 3Y | +1,025.6% | -23.6% | +1,049.2% | +1,079.4% |
| 5Y | +565.8% | -65.6% | +631.4% | +683.4% |
| All | +1,692.6% | -69.7% | +1,762.4% | +2,083.2% |
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