+1,668.3%
PLTR vs FTV
+44.0%
+1,624.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +4.7% | +3.9% | +0.8% | +2.0% |
| 30D | -16.4% | +18.7% | -35.1% | -25.9% |
| 3M | -6.2% | +10.0% | -16.2% | -12.4% |
| 6M | +29.2% | +14.6% | +14.6% | +15.9% |
| YTD | -5.5% | +23.4% | -28.9% | -22.3% |
| 1Y | -2.4% | +31.3% | -33.7% | -24.1% |
| 3Y | +752.3% | +39.8% | +712.5% | +515.8% |
| 5Y | +635.8% | +17.7% | +618.1% | +438.4% |
| All | +1,668.3% | +44.0% | +1,624.3% | +1,137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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