+1,735.1%
PLTR vs ELF
+497.3%
+1,237.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.0% |
| 7D | -6.4% | +5.4% | -11.8% | -7.7% |
| 30D | +10.0% | +27.0% | -16.9% | +3.7% |
| 3M | +23.0% | +113.2% | -90.2% | +2.7% |
| 6M | +13.8% | +36.6% | -22.8% | +4.3% |
| YTD | -1.9% | +44.2% | -46.2% | -12.4% |
| 1Y | +11.6% | -18.0% | +29.6% | +11.9% |
| 3Y | +1,048.4% | -19.9% | +1,068.4% | +905.4% |
| 5Y | +554.4% | +257.7% | +296.7% | +163.0% |
| All | +1,735.1% | +497.3% | +1,237.7% | +733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling