+1,668.3%
PLTR vs VMC
+119.7%
+1,548.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +4.7% | -1.3% | +6.0% | +5.5% |
| 30D | -16.4% | +15.5% | -31.9% | -23.4% |
| 3M | -6.2% | +0.6% | -6.7% | -7.1% |
| 6M | +29.2% | +2.1% | +27.1% | +25.1% |
| YTD | -5.5% | -1.6% | -3.9% | -9.1% |
| 1Y | -2.4% | -1.2% | -1.2% | -6.4% |
| 3Y | +752.3% | +35.3% | +717.0% | +548.1% |
| 5Y | +635.8% | +43.6% | +592.2% | +407.3% |
| All | +1,668.3% | +119.7% | +1,548.6% | +1,201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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