+552.9%
PLTR vs ESTC
-46.4%
+599.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -2.2% |
| 7D | -6.4% | -8.1% | +1.7% | -2.1% |
| 30D | +10.0% | +31.7% | -21.6% | -6.1% |
| 3M | +23.0% | +41.1% | -18.0% | +1.6% |
| 6M | +13.8% | +77.1% | -63.3% | -16.7% |
| YTD | -1.9% | +21.7% | -23.6% | -14.8% |
| 1Y | +11.6% | +8.4% | +3.3% | +1.2% |
| 3Y | +1,048.4% | +23.6% | +1,024.8% | +700.7% |
| All | +552.9% | -46.4% | +599.3% | +531.5% |
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 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