+950.4%
PLTR vs ELAN
+96.4%
+854.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.6% |
| 7D | -9.1% | -6.4% | -2.7% | -8.1% |
| 30D | -5.2% | +0.6% | -5.8% | -5.5% |
| 3M | +27.4% | 0.0% | +27.4% | +26.4% |
| 6M | +9.7% | -3.4% | +13.2% | +8.5% |
| YTD | -6.7% | +1.0% | -7.7% | -9.1% |
| 1Y | -0.5% | +24.7% | -25.2% | -7.9% |
| All | +950.4% | +96.4% | +854.0% | +581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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