+1,735.1%
PLTR vs FLR
+505.2%
+1,229.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -3.7% |
| 7D | -6.4% | +5.4% | -11.8% | -8.1% |
| 30D | +10.0% | +11.4% | -1.3% | +5.7% |
| 3M | +23.0% | +11.4% | +11.6% | +17.4% |
| 6M | +13.8% | +16.6% | -2.8% | +5.2% |
| YTD | -1.9% | +41.7% | -43.6% | -15.8% |
| 1Y | +11.6% | +35.4% | -23.8% | -2.8% |
| 3Y | +1,048.4% | +57.3% | +991.1% | +818.3% |
| 5Y | +554.4% | +241.0% | +313.4% | +332.7% |
| All | +1,735.1% | +505.2% | +1,229.9% | +1,175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling