+1,706.1%
PLTR vs VLO
+966.6%
+739.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.0% |
| 7D | +10.7% | +6.8% | +4.0% | +9.4% |
| 30D | -17.8% | -17.9% | +0.1% | -14.9% |
| 3M | +0.3% | +13.5% | -13.2% | -2.5% |
| 6M | +26.2% | +53.0% | -26.9% | +15.5% |
| YTD | -3.5% | +133.7% | -137.2% | -19.2% |
| 1Y | -6.8% | +115.7% | -122.5% | -20.9% |
| 3Y | +772.3% | +231.9% | +540.4% | +575.3% |
| 5Y | +651.6% | +471.6% | +180.0% | +434.2% |
| All | +1,706.1% | +966.6% | +739.5% | +1,057.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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