+1,681.1%
PLTR vs ESTC
-16.5%
+1,697.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +3.0% |
| 7D | -5.1% | -1.2% | -3.9% | -4.3% |
| 30D | -19.1% | -8.1% | -10.9% | -15.4% |
| 3M | -1.6% | +20.2% | -21.8% | -11.8% |
| 6M | +22.8% | +72.7% | -50.0% | -8.1% |
| YTD | -4.8% | +19.6% | -24.5% | -16.4% |
| 1Y | -4.9% | +0.3% | -5.2% | -9.2% |
| 3Y | +826.1% | +22.8% | +803.3% | +568.6% |
| 5Y | +597.7% | -50.9% | +648.6% | +620.9% |
| All | +1,681.1% | -16.5% | +1,697.6% | +1,310.5% |
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