+1,681.1%
PLTR vs ECL
+64.7%
+1,616.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.2% |
| 7D | -5.1% | -0.5% | -4.6% | -4.7% |
| 30D | -19.1% | +8.8% | -27.9% | -23.7% |
| 3M | -1.6% | +7.8% | -9.5% | -6.9% |
| 6M | +22.8% | +21.3% | +1.5% | +5.9% |
| YTD | -4.8% | +17.8% | -22.6% | -17.9% |
| 1Y | -4.9% | +21.1% | -26.0% | -20.0% |
| 3Y | +826.1% | +80.1% | +746.0% | +441.8% |
| 5Y | +597.7% | +40.5% | +557.3% | +331.7% |
| All | +1,681.1% | +64.7% | +1,616.3% | +899.9% |
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