+1,735.1%
PLTR vs VCLT
-12.0%
+1,747.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -6.4% | -0.5% | -5.9% | -5.9% |
| 30D | +10.0% | -0.9% | +10.9% | +11.0% |
| 3M | +23.0% | -3.2% | +26.3% | +27.4% |
| 6M | +13.8% | -3.8% | +17.6% | +18.7% |
| YTD | -1.9% | -2.0% | +0.1% | +0.3% |
| 1Y | +11.6% | -0.8% | +12.5% | +12.5% |
| 3Y | +1,048.4% | +12.3% | +1,036.1% | +886.8% |
| 5Y | +554.4% | -15.4% | +569.8% | +634.8% |
| All | +1,735.1% | -12.0% | +1,747.0% | +1,876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling