+1,735.1%
PLTR vs EWY
+225.5%
+1,509.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.6% | -9.1% | -7.1% |
| 7D | -6.4% | +4.8% | -11.2% | -9.1% |
| 30D | +10.0% | +11.7% | -1.6% | +2.4% |
| 3M | +23.0% | -7.4% | +30.4% | +22.0% |
| 6M | +13.8% | +40.6% | -26.8% | -21.9% |
| YTD | -1.9% | +94.3% | -96.2% | -51.4% |
| 1Y | +11.6% | +164.3% | -152.6% | -58.6% |
| 3Y | +1,048.4% | +221.0% | +827.4% | +246.7% |
| 5Y | +554.4% | +139.1% | +415.3% | +140.8% |
| All | +1,735.1% | +225.5% | +1,509.5% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling