+4.4%
PLTR vs VFC
-15.2%
+19.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | 0.0% | -2.3% | +2.4% | +0.4% |
| 30D | -3.3% | -13.4% | +10.1% | -0.7% |
| 3M | +28.4% | -23.7% | +52.1% | +33.4% |
| 6M | +8.4% | -24.5% | +32.8% | +12.9% |
| YTD | -4.6% | -27.8% | +23.2% | +1.0% |
| 1Y | +4.4% | -13.5% | +17.9% | +7.0% |
| All | +4.4% | -15.2% | +19.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling