+1,025.6%
PLTR vs FLR
+60.4%
+965.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -1.0% | -0.7% | -0.3% | -1.1% |
| 3M | +24.8% | +14.3% | +10.5% | +16.2% |
| 6M | +8.4% | +25.6% | -17.2% | -5.8% |
| YTD | -4.2% | +42.9% | -47.1% | -22.8% |
| 1Y | +9.1% | +38.7% | -29.6% | -11.2% |
| 3Y | +1,025.6% | +61.8% | +963.8% | +564.0% |
| All | +1,025.6% | +60.4% | +965.2% | +564.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling