+1,714.7%
PLTR vs EWT
+235.9%
+1,478.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | -3.6% |
| 7D | +0.4% | +3.2% | -2.8% | -3.1% |
| 30D | -17.5% | -12.3% | -5.2% | -6.3% |
| 3M | -1.5% | -3.6% | +2.2% | +0.6% |
| 6M | +25.9% | +3.1% | +22.8% | +14.6% |
| YTD | -3.0% | +57.7% | -60.7% | -48.3% |
| 1Y | -9.7% | +60.3% | -70.0% | -52.8% |
| 3Y | +776.5% | +163.4% | +613.1% | +143.9% |
| 5Y | +649.9% | +127.4% | +522.4% | +151.1% |
| All | +1,714.7% | +235.9% | +1,478.9% | +355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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