+1,735.1%
PLTR vs ESTC
-15.1%
+1,750.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | 0.0% | -2.2% |
| 7D | -6.4% | -8.1% | +1.7% | -2.2% |
| 30D | +10.0% | +31.7% | -21.6% | -5.8% |
| 3M | +23.0% | +41.1% | -18.0% | +1.9% |
| 6M | +13.8% | +77.1% | -63.3% | -16.2% |
| YTD | -1.9% | +21.7% | -23.6% | -14.6% |
| 1Y | +11.6% | +8.4% | +3.3% | +1.4% |
| 3Y | +1,048.4% | +23.6% | +1,024.8% | +717.9% |
| 5Y | +554.4% | -46.5% | +600.9% | +546.6% |
| All | +1,735.1% | -15.1% | +1,750.2% | +1,340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling