+1,645.9%
PLTR vs EFV
+160.2%
+1,485.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | -9.1% | -2.0% | -7.1% | -7.1% |
| 30D | -5.2% | -0.2% | -5.0% | -5.0% |
| 3M | +27.4% | +9.1% | +18.2% | +15.6% |
| 6M | +9.7% | +11.7% | -2.0% | -3.7% |
| YTD | -6.7% | +17.0% | -23.7% | -23.0% |
| 1Y | -0.5% | +26.7% | -27.2% | -25.3% |
| 3Y | +996.2% | +90.2% | +906.1% | +429.1% |
| 5Y | +531.1% | +96.1% | +435.0% | +191.1% |
| All | +1,645.9% | +160.2% | +1,485.7% | +700.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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