+765.0%
PLTR vs FN
+101.0%
+664.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | +1.0% |
| 7D | -12.9% | 0.0% | -12.8% | -13.2% |
| 30D | -17.4% | -34.3% | +16.9% | -10.4% |
| 3M | +2.9% | -39.9% | +42.7% | +12.3% |
| 6M | +19.9% | -51.8% | +71.7% | +33.9% |
| YTD | -9.8% | -28.1% | +18.4% | -10.9% |
| 1Y | -8.4% | -29.1% | +20.7% | -9.5% |
| 3Y | +765.0% | +102.4% | +662.6% | +475.4% |
| All | +765.0% | +101.0% | +664.0% | +475.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling