+1,684.5%
PLTR vs VMC
+96.7%
+1,587.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.5% |
| 7D | 0.0% | -5.3% | +5.4% | +3.2% |
| 30D | -3.3% | -12.3% | +9.0% | +4.2% |
| 3M | +28.4% | -10.3% | +38.6% | +35.2% |
| 6M | +8.4% | -8.6% | +16.9% | +11.2% |
| YTD | -4.6% | -11.9% | +7.3% | -1.7% |
| 1Y | +4.4% | -13.9% | +18.3% | +9.2% |
| 3Y | +1,020.5% | +18.2% | +1,002.3% | +830.7% |
| 5Y | +548.8% | +47.7% | +501.0% | +381.5% |
| All | +1,684.5% | +96.7% | +1,587.8% | +1,308.3% |
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