+584.8%
PLTR vs NVTS
-20.2%
+605.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.6% |
| 7D | -9.1% | +0.5% | -9.6% | -9.3% |
| 30D | -5.2% | -18.0% | +12.8% | -2.8% |
| 3M | +27.4% | -45.6% | +73.0% | +36.9% |
| 6M | +9.7% | +28.5% | -18.7% | -1.7% |
| YTD | -6.7% | +56.2% | -62.9% | -20.3% |
| 1Y | -0.5% | +97.7% | -98.2% | -20.1% |
| 3Y | +996.2% | +35.0% | +961.2% | +767.2% |
| All | +584.8% | -20.2% | +605.0% | +433.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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