+1,714.7%
PLTR vs FN
+484.3%
+1,230.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +0.4% |
| 7D | +0.4% | +8.0% | -7.6% | -2.1% |
| 30D | -17.5% | -19.1% | +1.6% | -13.2% |
| 3M | -1.5% | -29.8% | +28.4% | +6.0% |
| 6M | +25.9% | -43.2% | +69.1% | +40.2% |
| YTD | -3.0% | -18.9% | +15.9% | -8.3% |
| 1Y | -9.7% | -17.9% | +8.1% | -15.4% |
| 3Y | +776.5% | +120.1% | +656.3% | +405.6% |
| 5Y | +649.9% | +206.7% | +443.2% | +230.2% |
| All | +1,714.7% | +484.3% | +1,230.4% | +462.5% |
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