+1,588.2%
PLTR vs FN
+418.0%
+1,170.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | +0.1% |
| 7D | -12.9% | 0.0% | -12.8% | -13.4% |
| 30D | -17.4% | -34.3% | +16.9% | -7.6% |
| 3M | +2.9% | -39.9% | +42.7% | +16.0% |
| 6M | +19.9% | -51.8% | +71.7% | +40.1% |
| YTD | -9.8% | -28.1% | +18.4% | -11.5% |
| 1Y | -8.4% | -29.1% | +20.7% | -10.1% |
| 3Y | +765.0% | +102.4% | +662.6% | +408.0% |
| 5Y | +516.8% | +171.7% | +345.2% | +181.9% |
| All | +1,588.2% | +418.0% | +1,170.2% | +442.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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