+1,692.6%
PLTR vs VIVK
-100.0%
+1,792.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.4% |
| 7D | -5.3% | +13.1% | -18.4% | -5.6% |
| 30D | -1.0% | -29.7% | +28.7% | -0.5% |
| 3M | +24.8% | -93.0% | +117.8% | +29.3% |
| 6M | +8.4% | -98.0% | +106.3% | +13.7% |
| YTD | -4.2% | -97.8% | +93.6% | -0.7% |
| 1Y | +9.1% | -100.0% | +109.1% | +19.9% |
| 3Y | +1,025.6% | -100.0% | +1,125.6% | +1,120.0% |
| 5Y | +565.8% | -100.0% | +665.8% | +620.9% |
| All | +1,692.6% | -100.0% | +1,792.6% | +1,841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling