+1,735.1%
PLTR vs VMC
+106.7%
+1,628.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -5.0% |
| 7D | -6.4% | -4.3% | -2.1% | -4.1% |
| 30D | +10.0% | -8.2% | +18.3% | +15.6% |
| 3M | +23.0% | -7.0% | +30.1% | +26.8% |
| 6M | +13.8% | -10.8% | +24.6% | +18.9% |
| YTD | -1.9% | -7.4% | +5.5% | -1.8% |
| 1Y | +11.6% | -9.5% | +21.1% | +13.3% |
| 3Y | +1,048.4% | +20.5% | +1,028.0% | +845.0% |
| 5Y | +554.4% | +51.6% | +502.8% | +370.9% |
| All | +1,735.1% | +106.7% | +1,628.3% | +1,307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling