+765.0%
PLTR vs ELF
+18.9%
+746.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.5% |
| 7D | -12.9% | +4.0% | -16.9% | -13.4% |
| 30D | -17.4% | +10.6% | -28.0% | -18.7% |
| 3M | +2.9% | +25.8% | -23.0% | -1.1% |
| 6M | +19.9% | +89.1% | -69.2% | +8.2% |
| YTD | -9.8% | +52.7% | -62.5% | -17.0% |
| 1Y | -8.4% | +51.7% | -60.1% | -15.7% |
| 3Y | +765.0% | +14.2% | +750.8% | +768.3% |
| All | +765.0% | +18.9% | +746.1% | +768.3% |
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 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