+950.4%
PLTR vs VIVK
-100.0%
+1,050.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.2% |
| 7D | -9.1% | -9.5% | +0.3% | -8.9% |
| 30D | -5.2% | -35.1% | +29.9% | -4.3% |
| 3M | +27.4% | -93.4% | +120.7% | +34.3% |
| 6M | +9.7% | -98.0% | +107.7% | +17.6% |
| YTD | -6.7% | -97.9% | +91.2% | -1.8% |
| 1Y | -0.5% | -100.0% | +99.4% | +16.4% |
| All | +950.4% | -100.0% | +1,050.4% | +985.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling