+547.4%
PLTR vs VIVK
-100.0%
+647.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +1.0% |
| 7D | -4.1% | -4.4% | +0.3% | -4.0% |
| 30D | -2.2% | -40.8% | +38.6% | -1.2% |
| 3M | +27.6% | -94.1% | +121.7% | +34.1% |
| 6M | +10.3% | -98.2% | +108.5% | +17.6% |
| YTD | -5.9% | -98.0% | +92.1% | -1.4% |
| 1Y | +1.7% | -100.0% | +101.7% | +15.4% |
| 3Y | +959.1% | -100.0% | +1,059.1% | +1,077.6% |
| All | +547.4% | -100.0% | +647.4% | +630.1% |
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