+548.8%
PLTR vs VIG
+62.2%
+486.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.6% |
| 7D | 0.0% | -1.2% | +1.2% | +2.6% |
| 30D | -3.3% | -2.8% | -0.4% | +2.7% |
| 3M | +28.4% | +2.5% | +25.9% | +22.9% |
| 6M | +8.4% | +8.1% | +0.3% | -7.4% |
| YTD | -4.6% | +9.6% | -14.2% | -21.0% |
| 1Y | +4.4% | +14.2% | -9.7% | -20.5% |
| 3Y | +1,020.5% | +56.1% | +964.4% | +368.9% |
| 5Y | +548.8% | +62.8% | +486.0% | +166.6% |
| All | +548.8% | +62.2% | +486.6% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling