+9.1%
PLTR vs FLUT
-66.0%
+75.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -5.3% | +3.8% | -9.2% | -6.2% |
| 30D | -1.0% | +6.3% | -7.3% | -2.7% |
| 3M | +24.8% | -4.0% | +28.8% | +24.7% |
| 6M | +8.4% | -10.3% | +18.7% | +9.2% |
| YTD | -4.2% | -53.2% | +49.0% | +8.9% |
| 1Y | +9.1% | -65.0% | +74.1% | +18.3% |
| All | +9.1% | -66.0% | +75.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling