+9.1%
PLTR vs ELF
-23.1%
+32.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.3% |
| 7D | -5.3% | -1.2% | -4.2% | -5.2% |
| 30D | -1.0% | +5.9% | -6.9% | -2.4% |
| 3M | +24.8% | +99.5% | -74.7% | +10.5% |
| 6M | +8.4% | +26.5% | -18.2% | +2.8% |
| YTD | -4.2% | +37.2% | -41.4% | -12.2% |
| 1Y | +9.1% | -24.4% | +33.5% | +11.6% |
| All | +9.1% | -23.1% | +32.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling