+1,668.3%
PLTR vs NVT
+615.2%
+1,053.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +4.7% | +8.0% | -3.2% | +1.1% |
| 30D | -16.4% | -24.8% | +8.4% | -5.9% |
| 3M | -6.2% | -32.4% | +26.3% | +9.5% |
| 6M | +29.2% | -33.5% | +62.6% | +48.4% |
| YTD | -5.5% | +13.2% | -18.7% | -21.0% |
| 1Y | -2.4% | +9.0% | -11.4% | -16.7% |
| 3Y | +752.3% | +129.4% | +622.9% | +348.3% |
| 5Y | +635.8% | +230.1% | +405.8% | +211.1% |
| All | +1,668.3% | +615.2% | +1,053.1% | +611.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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