+1,668.3%
PLTR vs FOXA
+163.3%
+1,505.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.8% |
| 7D | +4.7% | +2.7% | +2.1% | +3.5% |
| 30D | -16.4% | +10.0% | -26.4% | -20.0% |
| 3M | -6.2% | +5.0% | -11.2% | -8.9% |
| 6M | +29.2% | +3.4% | +25.8% | +24.1% |
| YTD | -5.5% | -5.5% | 0.0% | -5.7% |
| 1Y | -2.4% | +5.5% | -7.9% | -7.9% |
| 3Y | +752.3% | +139.3% | +613.0% | +429.7% |
| 5Y | +635.8% | +77.2% | +558.6% | +405.8% |
| All | +1,668.3% | +163.3% | +1,505.0% | +994.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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