+1,681.1%
PLTR vs FLEX
+853.4%
+827.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.0% | -6.5% | +0.5% |
| 7D | -5.1% | -7.2% | +2.0% | -2.8% |
| 30D | -19.1% | -34.8% | +15.7% | -5.0% |
| 3M | -1.6% | -35.6% | +33.9% | +14.8% |
| 6M | +22.8% | -45.0% | +67.8% | +46.7% |
| YTD | -4.8% | +29.4% | -34.2% | -34.7% |
| 1Y | -4.9% | +24.8% | -29.7% | -33.7% |
| 3Y | +826.1% | +304.4% | +521.7% | +203.5% |
| 5Y | +597.7% | +484.1% | +113.7% | +82.0% |
| All | +1,681.1% | +853.4% | +827.6% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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