+752.3%
PLTR vs EWY
+158.1%
+594.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.4% |
| 7D | +4.7% | +4.2% | +0.5% | +3.0% |
| 30D | -16.4% | -10.7% | -5.7% | -12.7% |
| 3M | -6.2% | -20.1% | +13.9% | +1.0% |
| 6M | +29.2% | -24.3% | +53.5% | +36.2% |
| YTD | -5.5% | +46.9% | -52.4% | -41.5% |
| 1Y | -2.4% | +55.2% | -57.6% | -42.7% |
| 3Y | +752.3% | +157.0% | +595.3% | +187.6% |
| All | +752.3% | +158.1% | +594.2% | +187.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling