+552.9%
PLTR vs ECL
+31.2%
+521.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -6.4% | -2.6% | -3.8% | -4.5% |
| 30D | +10.0% | -2.2% | +12.2% | +11.7% |
| 3M | +23.0% | +10.1% | +12.9% | +12.9% |
| 6M | +13.8% | -5.7% | +19.5% | +17.3% |
| YTD | -1.9% | +7.0% | -8.9% | -10.7% |
| 1Y | +11.6% | +2.7% | +9.0% | +4.2% |
| 3Y | +1,048.4% | +57.7% | +990.7% | +575.7% |
| All | +552.9% | +31.2% | +521.7% | +316.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling