+1,660.3%
PLTR vs IEFA
+98.8%
+1,561.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.6% |
| 7D | -4.1% | -1.6% | -2.5% | -1.9% |
| 30D | -2.2% | -1.5% | -0.7% | 0.0% |
| 3M | +27.6% | +3.4% | +24.2% | +21.7% |
| 6M | +10.3% | +9.5% | +0.8% | -4.6% |
| YTD | -5.9% | +13.0% | -19.0% | -23.1% |
| 1Y | +1.7% | +18.0% | -16.3% | -22.0% |
| 3Y | +959.1% | +65.4% | +893.7% | +398.4% |
| 5Y | +536.3% | +51.6% | +484.8% | +227.5% |
| All | +1,660.3% | +98.8% | +1,561.5% | +758.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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