+1,588.2%
PLTR vs V
+119.8%
+1,468.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.9% | +2.2% | -15.1% | -14.3% |
| 30D | -17.4% | +13.6% | -31.0% | -24.9% |
| 3M | +2.9% | +14.3% | -11.4% | -7.4% |
| 6M | +19.9% | +33.1% | -13.2% | -3.6% |
| YTD | -9.8% | +21.2% | -31.0% | -22.7% |
| 1Y | -8.4% | +26.4% | -34.8% | -24.3% |
| 3Y | +765.0% | +77.6% | +687.5% | +449.2% |
| 5Y | +516.8% | +102.6% | +414.2% | +261.0% |
| All | +1,588.2% | +119.8% | +1,468.4% | +878.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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