+552.9%
PLTR vs FIS
-62.1%
+615.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.1% |
| 7D | -6.4% | +1.1% | -7.5% | -6.9% |
| 30D | +10.0% | -2.2% | +12.3% | +11.0% |
| 3M | +23.0% | +2.1% | +20.9% | +21.1% |
| 6M | +13.8% | -14.7% | +28.5% | +20.9% |
| YTD | -1.9% | -35.7% | +33.8% | +17.2% |
| 1Y | +11.6% | -37.1% | +48.7% | +33.9% |
| 3Y | +1,048.4% | -20.0% | +1,068.4% | +1,075.2% |
| All | +552.9% | -62.1% | +615.0% | +834.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling