+1,692.6%
PLTR vs ESTC
-18.3%
+1,710.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -0.4% |
| 7D | -5.3% | -4.3% | -1.0% | -3.1% |
| 30D | -1.0% | +17.7% | -18.7% | -10.3% |
| 3M | +24.8% | +42.3% | -17.5% | +2.9% |
| 6M | +8.4% | +64.6% | -56.2% | -17.2% |
| YTD | -4.2% | +17.2% | -21.4% | -15.0% |
| 1Y | +9.1% | -4.2% | +13.3% | +5.8% |
| 3Y | +1,025.6% | +13.5% | +1,012.1% | +743.6% |
| 5Y | +565.8% | -45.5% | +611.3% | +554.3% |
| All | +1,692.6% | -18.3% | +1,710.9% | +1,334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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