+1,046.2%
PLTR vs ELF
-17.1%
+1,063.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.9% |
| 7D | -6.4% | +5.4% | -11.8% | -7.3% |
| 30D | +10.0% | +27.0% | -16.9% | +5.3% |
| 3M | +23.0% | +113.2% | -90.2% | +8.4% |
| 6M | +13.8% | +36.6% | -22.8% | +6.9% |
| YTD | -1.9% | +44.2% | -46.2% | -9.5% |
| 1Y | +11.6% | -18.0% | +29.6% | +11.4% |
| All | +1,046.2% | -17.1% | +1,063.3% | +1,015.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling