+1,025.6%
PLTR vs EFV
+92.7%
+932.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.4% |
| 7D | -5.3% | +1.0% | -6.3% | -6.4% |
| 30D | -1.0% | +0.2% | -1.2% | -1.2% |
| 3M | +24.8% | +9.6% | +15.2% | +10.9% |
| 6M | +8.4% | +14.0% | -5.7% | -9.9% |
| YTD | -4.2% | +18.5% | -22.6% | -25.8% |
| 1Y | +9.1% | +27.9% | -18.8% | -25.3% |
| 3Y | +1,025.6% | +92.4% | +933.1% | +248.9% |
| All | +1,025.6% | +92.7% | +932.9% | +248.9% |
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