+1,684.5%
PLTR vs ELF
+445.1%
+1,239.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.5% |
| 7D | 0.0% | -6.8% | +6.8% | +1.7% |
| 30D | -3.3% | +5.1% | -8.3% | -4.6% |
| 3M | +28.4% | +79.8% | -51.4% | +11.7% |
| 6M | +8.4% | +29.7% | -21.3% | +0.6% |
| YTD | -4.6% | +31.6% | -36.2% | -12.9% |
| 1Y | +4.4% | -27.9% | +32.3% | +7.9% |
| 3Y | +1,020.5% | -26.4% | +1,046.9% | +900.3% |
| 5Y | +548.8% | +235.6% | +313.2% | +167.1% |
| All | +1,684.5% | +445.1% | +1,239.4% | +728.3% |
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