+1,046.2%
PLTR vs FLUT
-44.8%
+1,091.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.6% |
| 7D | -6.4% | -1.6% | -4.8% | -5.9% |
| 30D | +10.0% | +7.7% | +2.3% | +6.1% |
| 3M | +23.0% | -0.7% | +23.7% | +21.4% |
| 6M | +13.8% | -11.2% | +25.0% | +17.0% |
| YTD | -1.9% | -53.4% | +51.5% | +33.1% |
| 1Y | +11.6% | -65.8% | +77.4% | +73.5% |
| All | +1,046.2% | -44.8% | +1,091.0% | +1,324.1% |
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