+765.0%
PLTR vs FLUT
-52.0%
+817.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | -12.9% | -1.1% | -11.8% | -12.8% |
| 30D | -17.4% | +7.7% | -25.1% | -20.1% |
| 3M | +2.9% | -12.2% | +15.0% | +6.0% |
| 6M | +19.9% | -17.6% | +37.4% | +25.1% |
| YTD | -9.8% | -62.0% | +52.2% | +30.6% |
| 1Y | -8.4% | -62.3% | +53.9% | +32.6% |
| 3Y | +765.0% | -52.0% | +817.0% | +1,118.7% |
| All | +765.0% | -52.0% | +817.0% | +1,118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling