+1,668.3%
PLTR vs EAT
+354.3%
+1,314.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +4.7% | -4.0% | +8.7% | +6.0% |
| 30D | -16.4% | -2.9% | -13.5% | -16.1% |
| 3M | -6.2% | -16.9% | +10.7% | -1.6% |
| 6M | +29.2% | +57.0% | -27.8% | +7.2% |
| YTD | -5.5% | +38.2% | -43.7% | -19.8% |
| 1Y | -2.4% | +69.3% | -71.7% | -23.8% |
| 3Y | +752.3% | +483.0% | +269.3% | +280.7% |
| 5Y | +635.8% | +364.1% | +271.7% | +232.8% |
| All | +1,668.3% | +354.3% | +1,314.1% | +750.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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