+1,046.2%
PLTR vs FIS
-18.3%
+1,064.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.2% |
| 7D | -6.4% | +1.1% | -7.5% | -6.8% |
| 30D | +10.0% | -2.2% | +12.3% | +10.9% |
| 3M | +23.0% | +2.1% | +20.9% | +21.4% |
| 6M | +13.8% | -14.7% | +28.5% | +19.0% |
| YTD | -1.9% | -35.7% | +33.8% | +12.0% |
| 1Y | +11.6% | -37.1% | +48.7% | +28.1% |
| All | +1,046.2% | -18.3% | +1,064.5% | +793.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling