+666.4%
PLTR vs VIK
+225.3%
+441.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +1.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -3.3% | -18.0% | +14.8% | +5.3% |
| 3M | +28.4% | -5.8% | +34.2% | +29.9% |
| 6M | +8.4% | +17.2% | -8.8% | -4.5% |
| YTD | -4.6% | +19.1% | -23.8% | -18.2% |
| 1Y | +4.4% | +33.6% | -29.2% | -17.7% |
| All | +666.4% | +225.3% | +441.1% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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