+619.8%
PLTR vs NVTS
-15.6%
+635.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.3% | -10.8% | -5.4% |
| 7D | -6.4% | +2.7% | -9.1% | -6.9% |
| 30D | +10.0% | -4.5% | +14.5% | +10.4% |
| 3M | +23.0% | -61.5% | +84.6% | +38.6% |
| 6M | +13.8% | +28.0% | -14.2% | +1.9% |
| YTD | -1.9% | +65.3% | -67.2% | -16.9% |
| 1Y | +11.6% | +113.0% | -101.3% | -11.3% |
| 3Y | +1,048.4% | +34.7% | +1,013.7% | +823.2% |
| All | +619.8% | -15.6% | +635.4% | +456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling