+1,692.6%
PLTR vs ECL
+49.0%
+1,643.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -5.3% | -0.8% | -4.6% | -4.9% |
| 30D | -1.0% | -2.5% | +1.5% | +0.5% |
| 3M | +24.8% | +8.3% | +16.5% | +17.1% |
| 6M | +8.4% | -1.1% | +9.4% | +7.4% |
| YTD | -4.2% | +6.5% | -10.7% | -11.3% |
| 1Y | +9.1% | +2.1% | +7.0% | +3.3% |
| 3Y | +1,025.6% | +57.6% | +968.0% | +627.6% |
| 5Y | +565.8% | +28.1% | +537.7% | +339.6% |
| All | +1,692.6% | +49.0% | +1,643.7% | +980.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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