+1,684.5%
PLTR vs ETR
+174.0%
+1,510.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -3.3% | +2.0% | -5.3% | -3.5% |
| 3M | +28.4% | -1.7% | +30.1% | +28.4% |
| 6M | +8.4% | +3.6% | +4.8% | +7.2% |
| YTD | -4.6% | +18.0% | -22.7% | -7.8% |
| 1Y | +4.4% | +26.2% | -21.8% | -0.1% |
| 3Y | +1,020.5% | +148.0% | +872.5% | +955.5% |
| 5Y | +548.8% | +126.1% | +422.7% | +529.8% |
| All | +1,684.5% | +174.0% | +1,510.5% | +1,751.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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