+1,645.9%
PLTR vs VICR
+128.3%
+1,517.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.3% |
| 7D | -9.1% | -0.4% | -8.7% | -9.2% |
| 30D | -5.2% | -15.6% | +10.4% | -1.9% |
| 3M | +27.4% | -35.4% | +62.8% | +36.9% |
| 6M | +9.7% | +1.3% | +8.5% | -3.2% |
| YTD | -6.7% | +62.5% | -69.1% | -31.2% |
| 1Y | -0.5% | +255.5% | -256.0% | -45.6% |
| 3Y | +996.2% | +182.0% | +814.2% | +489.3% |
| 5Y | +531.1% | +42.9% | +488.2% | +303.0% |
| All | +1,645.9% | +128.3% | +1,517.6% | +830.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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