+1,684.5%
PLTR vs EAT
+393.2%
+1,291.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.6% |
| 7D | 0.0% | -6.8% | +6.8% | +2.3% |
| 30D | -3.3% | -5.4% | +2.1% | -2.2% |
| 3M | +28.4% | +42.8% | -14.4% | +11.8% |
| 6M | +8.4% | +56.5% | -48.1% | -10.4% |
| YTD | -4.6% | +50.0% | -54.6% | -20.4% |
| 1Y | +4.4% | +38.3% | -33.9% | -11.6% |
| 3Y | +1,020.5% | +591.6% | +428.8% | +372.5% |
| 5Y | +548.8% | +312.6% | +236.2% | +197.8% |
| All | +1,684.5% | +393.2% | +1,291.4% | +743.9% |
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