+1,684.5%
PLTR vs EFX
+11.3%
+1,673.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.7% |
| 7D | 0.0% | -9.4% | +9.4% | +5.6% |
| 30D | -3.3% | -6.9% | +3.6% | +0.5% |
| 3M | +28.4% | +0.1% | +28.2% | +27.4% |
| 6M | +8.4% | -17.3% | +25.7% | +18.5% |
| YTD | -4.6% | -21.8% | +17.2% | +5.7% |
| 1Y | +4.4% | -32.5% | +37.0% | +24.9% |
| 3Y | +1,020.5% | -12.3% | +1,032.8% | +950.7% |
| 5Y | +548.8% | -36.6% | +585.4% | +583.4% |
| All | +1,684.5% | +11.3% | +1,673.2% | +1,605.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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