+1,668.3%
PLTR vs VIAV
+160.6%
+1,507.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -0.3% |
| 7D | +4.7% | +7.9% | -3.2% | +2.1% |
| 30D | -16.4% | -20.3% | +3.9% | -11.0% |
| 3M | -6.2% | -28.5% | +22.4% | +1.4% |
| 6M | +29.2% | -42.7% | +71.9% | +44.5% |
| YTD | -5.5% | +72.4% | -77.9% | -42.0% |
| 1Y | -2.4% | +81.5% | -83.9% | -42.0% |
| 3Y | +752.3% | +293.8% | +458.5% | +191.1% |
| 5Y | +635.8% | +101.4% | +534.4% | +318.5% |
| All | +1,668.3% | +160.6% | +1,507.8% | +846.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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