+561.4%
PLTR vs VMC
+40.0%
+521.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.2% |
| 7D | -12.9% | +0.5% | -13.4% | -13.3% |
| 30D | -17.4% | +15.8% | -33.2% | -26.3% |
| 3M | +2.9% | +0.6% | +2.3% | +1.5% |
| 6M | +19.9% | -4.0% | +23.9% | +20.6% |
| YTD | -9.8% | -0.3% | -9.5% | -15.8% |
| 1Y | -8.4% | -0.5% | -7.9% | -14.2% |
| 3Y | +765.0% | +39.6% | +725.5% | +444.9% |
| All | +561.4% | +40.0% | +521.4% | +290.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling