+1,660.3%
PLTR vs NVMI
+611.1%
+1,049.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -2.2% | -8.4% | +6.2% | +1.1% |
| 3M | +27.6% | -33.6% | +61.1% | +48.6% |
| 6M | +10.3% | -14.7% | +25.0% | +8.9% |
| YTD | -5.9% | +13.2% | -19.1% | -21.8% |
| 1Y | +1.7% | +29.0% | -27.3% | -21.4% |
| 3Y | +959.1% | +215.0% | +744.1% | +319.8% |
| 5Y | +536.3% | +268.6% | +267.8% | +138.1% |
| All | +1,660.3% | +611.1% | +1,049.3% | +525.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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