+1,706.1%
PLTR vs ELF
+518.4%
+1,187.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.5% |
| 7D | +10.7% | +3.4% | +7.4% | +9.8% |
| 30D | -17.8% | +5.0% | -22.7% | -18.7% |
| 3M | +0.3% | +22.6% | -22.3% | -4.8% |
| 6M | +26.2% | +104.0% | -77.8% | +6.0% |
| YTD | -3.5% | +49.3% | -52.8% | -14.6% |
| 1Y | -6.8% | +46.0% | -52.9% | -17.2% |
| 3Y | +772.3% | +19.4% | +752.9% | +559.9% |
| 5Y | +651.6% | +262.0% | +389.5% | +199.2% |
| All | +1,706.1% | +518.4% | +1,187.8% | +712.7% |
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