+32.1%
PLTR vs FPS
-13.7%
+45.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -17.3% | +15.2% | +0.4% |
| 7D | -12.8% | -23.3% | +10.6% | -9.5% |
| 30D | -9.3% | -42.4% | +33.1% | -2.6% |
| 3M | +5.6% | -43.0% | +48.6% | +13.2% |
| 6M | +17.6% | -44.5% | +62.1% | +23.3% |
| All | +32.1% | -13.7% | +45.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling