+1,714.7%
PLTR vs VCIT
+4.9%
+1,709.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.4% | -0.5% | +0.9% | +1.3% |
| 30D | -17.5% | +1.5% | -19.0% | -20.2% |
| 3M | -1.5% | -1.0% | -0.5% | +0.3% |
| 6M | +25.9% | -1.7% | +27.6% | +30.4% |
| YTD | -3.0% | -1.4% | -1.7% | -0.2% |
| 1Y | -9.7% | -0.9% | -8.8% | -7.9% |
| 3Y | +776.5% | +19.8% | +756.7% | +476.6% |
| 5Y | +649.9% | +4.6% | +645.3% | +579.3% |
| All | +1,714.7% | +4.9% | +1,709.8% | +1,566.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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