+1,660.3%
PLTR vs EQH
+235.8%
+1,424.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | -2.2% | +2.8% | -5.1% | -3.8% |
| 3M | +27.6% | +23.1% | +4.5% | +12.9% |
| 6M | +10.3% | +41.4% | -31.1% | -10.8% |
| YTD | -5.9% | +14.3% | -20.2% | -14.6% |
| 1Y | +1.7% | +1.6% | +0.1% | -1.7% |
| 3Y | +959.1% | +102.7% | +856.4% | +592.5% |
| 5Y | +536.3% | +104.5% | +431.8% | +330.7% |
| All | +1,660.3% | +235.8% | +1,424.6% | +1,283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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