+548.8%
PLTR vs EFV
+95.4%
+453.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.7% |
| 7D | 0.0% | -0.5% | +0.6% | +0.8% |
| 30D | -3.3% | 0.0% | -3.3% | -3.2% |
| 3M | +28.4% | +8.4% | +19.9% | +15.4% |
| 6M | +8.4% | +12.3% | -4.0% | -8.1% |
| YTD | -4.6% | +17.4% | -22.0% | -24.8% |
| 1Y | +4.4% | +27.1% | -22.7% | -26.6% |
| 3Y | +1,020.5% | +90.7% | +929.8% | +345.8% |
| 5Y | +548.8% | +95.6% | +453.2% | +158.9% |
| All | +548.8% | +95.4% | +453.4% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling