+1,684.5%
PLTR vs FLR
+490.8%
+1,193.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.6% |
| 7D | 0.0% | -3.1% | +3.2% | +1.1% |
| 30D | -3.3% | +4.9% | -8.2% | -4.9% |
| 3M | +28.4% | +10.8% | +17.6% | +22.7% |
| 6M | +8.4% | +19.7% | -11.3% | -0.7% |
| YTD | -4.6% | +38.4% | -43.0% | -17.5% |
| 1Y | +4.4% | +34.7% | -30.3% | -9.0% |
| 3Y | +1,020.5% | +56.7% | +963.8% | +798.3% |
| 5Y | +548.8% | +241.6% | +307.2% | +330.6% |
| All | +1,684.5% | +490.8% | +1,193.7% | +1,150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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