+565.8%
PLTR vs VMC
+52.4%
+513.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -1.0% | -9.1% | +8.1% | +6.0% |
| 3M | +24.8% | -4.1% | +28.9% | +26.4% |
| 6M | +8.4% | -5.5% | +13.9% | +8.9% |
| YTD | -4.2% | -8.9% | +4.7% | -3.5% |
| 1Y | +9.1% | -12.9% | +22.0% | +14.0% |
| 3Y | +1,025.6% | +22.1% | +1,003.4% | +718.4% |
| 5Y | +565.8% | +52.7% | +513.0% | +302.8% |
| All | +565.8% | +52.4% | +513.3% | +302.8% |
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 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