+1,706.1%
PLTR vs FLUT
-48.6%
+1,754.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.0% |
| 7D | +10.7% | -1.2% | +11.9% | +11.1% |
| 30D | -17.8% | +5.0% | -22.8% | -19.7% |
| 3M | +0.3% | -16.4% | +16.7% | +5.3% |
| 6M | +26.2% | -14.6% | +40.7% | +30.0% |
| YTD | -3.5% | -61.9% | +58.4% | +33.7% |
| 1Y | -6.8% | -65.0% | +58.2% | +33.2% |
| 3Y | +772.3% | -44.8% | +817.1% | +946.0% |
| 5Y | +651.6% | -49.9% | +701.5% | +748.3% |
| All | +1,706.1% | -48.6% | +1,754.7% | +2,026.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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