+1,645.9%
PLTR vs EWY
+215.0%
+1,430.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | +0.2% |
| 7D | -9.1% | +1.2% | -10.4% | -10.0% |
| 30D | -5.2% | +9.3% | -14.5% | -10.7% |
| 3M | +27.4% | +2.4% | +25.0% | +18.6% |
| 6M | +9.7% | +40.3% | -30.5% | -24.9% |
| YTD | -6.7% | +88.0% | -94.7% | -53.0% |
| 1Y | -0.5% | +143.8% | -144.3% | -60.7% |
| 3Y | +996.2% | +217.8% | +778.5% | +230.0% |
| 5Y | +531.1% | +142.7% | +388.4% | +132.4% |
| All | +1,645.9% | +215.0% | +1,430.9% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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