+617.6%
PLTR vs VIVK
-100.0%
+717.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | -1.9% |
| 7D | +4.7% | -57.7% | +62.4% | +6.6% |
| 30D | -16.4% | -87.3% | +70.9% | -13.2% |
| 3M | -6.2% | -98.9% | +92.8% | +1.8% |
| 6M | +29.2% | -100.0% | +129.1% | +48.5% |
| YTD | -5.5% | -100.0% | +94.5% | +6.5% |
| 1Y | -2.4% | -100.0% | +97.6% | +17.2% |
| 3Y | +752.3% | -100.0% | +852.3% | +919.4% |
| All | +617.6% | -100.0% | +717.6% | +740.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling