+1,046.2%
PLTR vs VFC
-24.8%
+1,071.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.0% |
| 7D | -6.4% | -1.6% | -4.8% | -6.1% |
| 30D | +10.0% | -11.6% | +21.7% | +13.0% |
| 3M | +23.0% | -18.1% | +41.1% | +27.4% |
| 6M | +13.8% | -27.4% | +41.2% | +20.6% |
| YTD | -1.9% | -24.8% | +22.9% | +3.0% |
| 1Y | +11.6% | -8.2% | +19.9% | +11.1% |
| All | +1,046.2% | -24.8% | +1,071.0% | +920.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling