+1,668.3%
PLTR vs ETR
+185.9%
+1,482.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +4.7% | +1.2% | +3.6% | +4.6% |
| 30D | -16.4% | +7.0% | -23.4% | -17.0% |
| 3M | -6.2% | +4.6% | -10.8% | -6.6% |
| 6M | +29.2% | +0.1% | +29.0% | +29.0% |
| YTD | -5.5% | +23.2% | -28.7% | -9.1% |
| 1Y | -2.4% | +20.6% | -23.0% | -5.7% |
| 3Y | +752.3% | +156.3% | +596.0% | +699.3% |
| 5Y | +635.8% | +159.6% | +476.2% | +620.2% |
| All | +1,668.3% | +185.9% | +1,482.4% | +1,726.9% |
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