+1,692.6%
PLTR vs IEFA
+100.8%
+1,591.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.5% |
| 7D | -5.3% | +1.2% | -6.5% | -6.9% |
| 30D | -1.0% | -0.6% | -0.4% | -0.1% |
| 3M | +24.8% | +6.2% | +18.6% | +14.4% |
| 6M | +8.4% | +11.2% | -2.8% | -8.4% |
| YTD | -4.2% | +14.2% | -18.4% | -22.8% |
| 1Y | +9.1% | +20.0% | -10.9% | -18.5% |
| 3Y | +1,025.6% | +68.8% | +956.8% | +414.7% |
| 5Y | +565.8% | +52.7% | +513.1% | +238.1% |
| All | +1,692.6% | +100.8% | +1,591.8% | +762.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling