+1,668.3%
PLTR vs EFA
+95.9%
+1,572.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.3% |
| 7D | +4.7% | +2.2% | +2.5% | +1.6% |
| 30D | -16.4% | +1.4% | -17.8% | -17.9% |
| 3M | -6.2% | -4.2% | -2.0% | -0.4% |
| 6M | +29.2% | +1.9% | +27.3% | +25.3% |
| YTD | -5.5% | +10.2% | -15.7% | -20.1% |
| 1Y | -2.4% | +12.8% | -15.2% | -20.3% |
| 3Y | +752.3% | +65.2% | +687.1% | +297.3% |
| 5Y | +635.8% | +49.8% | +586.0% | +286.3% |
| All | +1,668.3% | +95.9% | +1,572.5% | +773.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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