+765.0%
PLTR vs V
+77.2%
+687.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.9% | +2.2% | -15.1% | -14.2% |
| 30D | -17.4% | +13.6% | -31.0% | -24.8% |
| 3M | +2.9% | +14.3% | -11.4% | -7.2% |
| 6M | +19.9% | +33.1% | -13.2% | -3.4% |
| YTD | -9.8% | +21.2% | -31.0% | -21.9% |
| 1Y | -8.4% | +26.4% | -34.8% | -23.7% |
| 3Y | +765.0% | +77.6% | +687.5% | +320.2% |
| All | +765.0% | +77.2% | +687.8% | +320.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling