Grueling. For my onsite, I was there from 9:15 am until late at night, and I was answering questions close to non-stop until 5:00 pm, aside from an hour-long presentation about the product. The questions were difficult, and I was exhausted by the end.
I interviewed at Facebook, Google, D.E Shaw, and a bunch of other places; without a doubt, Palantir's questions were the hardest and they asked more of them than anyone else. It's probably not a coincidence that they are known for having the highest concentration of talent in Silicon Valley.