+600.0%
PLTR vs NVTS
-17.0%
+617.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | 0.0% |
| 7D | 0.0% | +3.5% | -3.4% | -0.6% |
| 30D | -3.3% | -11.9% | +8.7% | -1.8% |
| 3M | +28.4% | -49.2% | +77.6% | +39.2% |
| 6M | +8.4% | +38.4% | -30.1% | -4.1% |
| YTD | -4.6% | +62.5% | -67.1% | -19.0% |
| 1Y | +4.4% | +101.4% | -97.0% | -16.3% |
| 3Y | +1,020.5% | +40.4% | +980.1% | +781.4% |
| All | +600.0% | -17.0% | +617.0% | +441.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling