+1,660.3%
PLTR vs VIVK
-100.0%
+1,760.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.9% |
| 7D | -4.1% | -4.4% | +0.3% | -4.0% |
| 30D | -2.2% | -40.8% | +38.6% | -1.4% |
| 3M | +27.6% | -94.1% | +121.7% | +32.7% |
| 6M | +10.3% | -98.2% | +108.5% | +16.0% |
| YTD | -5.9% | -98.0% | +92.1% | -2.3% |
| 1Y | +1.7% | -100.0% | +101.7% | +11.8% |
| 3Y | +959.1% | -100.0% | +1,059.1% | +1,050.1% |
| 5Y | +536.3% | -100.0% | +636.3% | +591.0% |
| All | +1,660.3% | -100.0% | +1,760.3% | +1,810.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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