+765.0%
PLTR vs ESTC
+18.0%
+747.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +2.6% |
| 7D | -12.9% | -11.5% | -1.4% | -8.6% |
| 30D | -17.4% | -7.5% | -9.8% | -14.7% |
| 3M | +2.9% | +23.1% | -20.2% | -5.2% |
| 6M | +19.9% | +75.3% | -55.4% | -1.8% |
| YTD | -9.8% | +14.1% | -23.9% | -16.4% |
| 1Y | -8.4% | -0.6% | -7.8% | -11.5% |
| 3Y | +765.0% | +20.8% | +744.2% | +730.7% |
| All | +765.0% | +18.0% | +747.0% | +730.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling