+545.1%
PLTR vs IEFA
+50.0%
+495.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.9% |
| 30D | -3.3% | -1.1% | -2.1% | -1.5% |
| 3M | +28.4% | +5.1% | +23.3% | +18.5% |
| 6M | +8.4% | +9.3% | -0.9% | -7.8% |
| YTD | -4.6% | +13.0% | -17.6% | -24.0% |
| 1Y | +4.4% | +19.2% | -14.8% | -24.0% |
| 3Y | +1,020.5% | +67.0% | +953.5% | +359.6% |
| All | +545.1% | +50.0% | +495.0% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling