+1,668.3%
PLTR vs FITB
+225.0%
+1,443.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | +4.7% | +2.8% | +2.0% | +3.5% |
| 30D | -16.4% | +9.8% | -26.2% | -19.9% |
| 3M | -6.2% | -5.2% | -1.0% | -4.1% |
| 6M | +29.2% | +17.3% | +11.8% | +18.6% |
| YTD | -5.5% | +19.3% | -24.8% | -15.0% |
| 1Y | -2.4% | +32.7% | -35.1% | -17.0% |
| 3Y | +752.3% | +141.6% | +610.7% | +445.2% |
| 5Y | +635.8% | +48.9% | +587.0% | +452.5% |
| All | +1,668.3% | +225.0% | +1,443.4% | +1,255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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