+1,684.5%
PLTR vs FLEX
+1,274.3%
+410.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | 0.0% | +6.4% | -6.3% | -2.6% |
| 30D | -3.3% | -5.9% | +2.6% | -1.3% |
| 3M | +28.4% | -23.5% | +51.8% | +38.5% |
| 6M | +8.4% | +83.7% | -75.4% | -33.4% |
| YTD | -4.6% | +86.5% | -91.1% | -42.5% |
| 1Y | +4.4% | +100.5% | -96.1% | -40.3% |
| 3Y | +1,020.5% | +469.8% | +550.6% | +226.1% |
| 5Y | +548.8% | +725.7% | -176.9% | +49.6% |
| All | +1,684.5% | +1,274.3% | +410.2% | +322.6% |
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