+752.3%
PLTR vs EFV
+91.8%
+660.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.5% |
| 7D | +4.7% | +2.5% | +2.2% | +1.9% |
| 30D | -16.4% | +2.9% | -19.3% | -19.1% |
| 3M | -6.2% | -1.4% | -4.7% | -4.7% |
| 6M | +29.2% | +5.5% | +23.6% | +20.8% |
| YTD | -5.5% | +16.1% | -21.6% | -23.9% |
| 1Y | -2.4% | +20.3% | -22.7% | -25.4% |
| 3Y | +752.3% | +90.4% | +661.9% | +199.8% |
| All | +752.3% | +91.8% | +660.5% | +199.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling