+1,660.3%
PLTR vs FOXA
+153.8%
+1,506.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.3% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -2.2% | +5.0% | -7.3% | -4.7% |
| 3M | +27.6% | -3.0% | +30.6% | +27.0% |
| 6M | +10.3% | +14.8% | -4.5% | +0.6% |
| YTD | -5.9% | -8.9% | +3.0% | -4.2% |
| 1Y | +1.7% | +13.3% | -11.6% | -7.7% |
| 3Y | +959.1% | +115.4% | +843.7% | +594.7% |
| 5Y | +536.3% | +95.3% | +441.1% | +338.6% |
| All | +1,660.3% | +153.8% | +1,506.6% | +1,011.9% |
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