+1,486.6%
PLTR vs EOSE
-60.6%
+1,547.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -4.1% | +1.8% | -5.9% | -4.5% |
| 30D | -2.2% | -6.8% | +4.6% | -2.1% |
| 3M | +27.6% | -36.3% | +63.9% | +34.0% |
| 6M | +10.3% | -38.8% | +49.1% | +13.7% |
| YTD | -5.9% | -65.5% | +59.6% | +2.6% |
| 1Y | +1.7% | -45.3% | +47.0% | +0.8% |
| 3Y | +959.1% | +44.2% | +914.9% | +691.0% |
| 5Y | +536.3% | -69.5% | +605.8% | +402.7% |
| All | +1,486.6% | -60.6% | +1,547.2% | +1,054.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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