+1,668.3%
PLTR vs FISV
-38.6%
+1,707.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -3.2% |
| 7D | +4.7% | +1.4% | +3.3% | +4.2% |
| 30D | -16.4% | +38.4% | -54.9% | -25.1% |
| 3M | -6.2% | +14.9% | -21.1% | -10.8% |
| 6M | +29.2% | +21.8% | +7.4% | +19.9% |
| YTD | -5.5% | -5.0% | -0.4% | -5.4% |
| 1Y | -2.4% | -1.2% | -1.2% | -3.6% |
| 3Y | +752.3% | -47.5% | +799.8% | +745.5% |
| 5Y | +635.8% | -36.7% | +672.6% | +545.4% |
| All | +1,668.3% | -38.6% | +1,707.0% | +1,421.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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