+1,588.2%
PLTR vs VCIT
+4.6%
+1,583.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | -12.9% | +0.1% | -13.0% | -13.1% |
| 30D | -17.4% | +1.9% | -19.3% | -20.7% |
| 3M | +2.9% | -1.4% | +4.3% | +5.8% |
| 6M | +19.9% | -2.1% | +22.0% | +25.3% |
| YTD | -9.8% | -1.6% | -8.1% | -6.6% |
| 1Y | -8.4% | -0.9% | -7.5% | -6.5% |
| 3Y | +765.0% | +20.0% | +745.1% | +467.0% |
| 5Y | +516.8% | +3.1% | +513.7% | +478.7% |
| All | +1,588.2% | +4.6% | +1,583.6% | +1,459.9% |
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