+1,046.2%
PLTR vs FLEX
+431.9%
+614.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.0% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | +10.0% | -10.1% | +20.2% | +13.4% |
| 3M | +23.0% | -31.3% | +54.4% | +35.5% |
| 6M | +13.8% | +71.3% | -57.5% | -23.5% |
| YTD | -1.9% | +81.2% | -83.2% | -36.7% |
| 1Y | +11.6% | +98.5% | -86.8% | -32.2% |
| All | +1,046.2% | +431.9% | +614.2% | +366.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling