+617.6%
PLTR vs ESTC
-52.1%
+669.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | +4.7% | +2.4% | +2.3% | +3.4% |
| 30D | -16.4% | -4.2% | -12.2% | -14.4% |
| 3M | -6.2% | +2.5% | -8.6% | -8.5% |
| 6M | +29.2% | +81.5% | -52.3% | -6.3% |
| YTD | -5.5% | +16.8% | -22.3% | -16.2% |
| 1Y | -2.4% | -3.5% | +1.0% | -5.2% |
| 3Y | +752.3% | +17.7% | +734.6% | +517.0% |
| All | +617.6% | -52.1% | +669.7% | +537.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling