+1,660.3%
PLTR vs VRSK
-0.8%
+1,661.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | -5.2% | +1.1% | -2.1% |
| 30D | -2.2% | -2.3% | +0.1% | -1.2% |
| 3M | +27.6% | -2.9% | +30.5% | +28.6% |
| 6M | +10.3% | -12.8% | +23.1% | +15.4% |
| YTD | -5.9% | -20.8% | +14.9% | +1.8% |
| 1Y | +1.7% | -33.2% | +35.0% | +18.4% |
| 3Y | +959.1% | -26.6% | +985.7% | +1,020.6% |
| 5Y | +536.3% | -11.3% | +547.7% | +468.9% |
| All | +1,660.3% | -0.8% | +1,661.2% | +1,468.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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