+1,681.1%
PLTR vs V
+119.6%
+1,561.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | -5.1% | -0.8% | -4.3% | -4.5% |
| 30D | -19.1% | +9.5% | -28.6% | -24.5% |
| 3M | -1.6% | +16.7% | -18.3% | -12.6% |
| 6M | +22.8% | +32.9% | -10.2% | -1.2% |
| YTD | -4.8% | +21.1% | -25.9% | -18.4% |
| 1Y | -4.9% | +26.6% | -31.5% | -21.5% |
| 3Y | +826.1% | +78.4% | +747.8% | +486.0% |
| 5Y | +597.7% | +105.5% | +492.3% | +308.1% |
| All | +1,681.1% | +119.6% | +1,561.5% | +933.4% |
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