+765.0%
PLTR vs VLO
+194.5%
+570.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +3.8% |
| 7D | -12.9% | -13.3% | +0.4% | -9.6% |
| 30D | -17.4% | -18.3% | +0.9% | -13.3% |
| 3M | +2.9% | +14.3% | -11.5% | -2.2% |
| 6M | +19.9% | +47.6% | -27.8% | +5.3% |
| YTD | -9.8% | +116.0% | -125.7% | -31.6% |
| 1Y | -8.4% | +101.0% | -109.4% | -28.7% |
| 3Y | +765.0% | +199.0% | +566.0% | +436.4% |
| All | +765.0% | +194.5% | +570.5% | +436.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling