+1,681.1%
PLTR vs VFC
-64.2%
+1,745.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.7% |
| 7D | -5.1% | +7.7% | -12.8% | -7.1% |
| 30D | -19.1% | +39.2% | -58.3% | -26.8% |
| 3M | -1.6% | +40.3% | -41.9% | -11.4% |
| 6M | +22.8% | +11.4% | +11.4% | +16.9% |
| YTD | -4.8% | +17.5% | -22.3% | -11.5% |
| 1Y | -4.9% | +45.9% | -50.8% | -17.6% |
| 3Y | +826.1% | +47.3% | +778.8% | +594.3% |
| 5Y | +597.7% | -67.2% | +664.9% | +858.6% |
| All | +1,681.1% | -64.2% | +1,745.2% | +2,189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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