+1,681.1%
PLTR vs ELF
+550.1%
+1,131.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.8% |
| 7D | -5.1% | +7.8% | -13.0% | -6.8% |
| 30D | -19.1% | +9.3% | -28.3% | -20.8% |
| 3M | -1.6% | +21.2% | -22.8% | -6.4% |
| 6M | +22.8% | +96.1% | -73.3% | +4.0% |
| YTD | -4.8% | +57.0% | -61.8% | -16.8% |
| 1Y | -4.9% | +61.9% | -66.8% | -17.5% |
| 3Y | +826.1% | +20.0% | +806.1% | +603.5% |
| 5Y | +597.7% | +284.8% | +313.0% | +174.6% |
| All | +1,681.1% | +550.1% | +1,131.0% | +691.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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