+649.9%
PLTR vs VCLT
-16.6%
+666.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.9% |
| 7D | +0.4% | -0.6% | +1.0% | +1.0% |
| 30D | -17.5% | +2.3% | -19.8% | -19.6% |
| 3M | -1.5% | -0.9% | -0.6% | -0.7% |
| 6M | +25.9% | -3.6% | +29.5% | +30.8% |
| YTD | -3.0% | -3.2% | +0.2% | +0.3% |
| 1Y | -9.7% | -4.2% | -5.6% | -5.5% |
| 3Y | +776.5% | +15.0% | +761.5% | +622.6% |
| 5Y | +649.9% | -16.2% | +666.1% | +681.3% |
| All | +649.9% | -16.6% | +666.5% | +681.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling