+1,692.6%
PLTR vs VRT
+1,611.8%
+80.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.6% |
| 7D | -5.3% | +13.6% | -19.0% | -9.8% |
| 30D | -1.0% | +6.8% | -7.8% | -3.8% |
| 3M | +24.8% | -3.2% | +28.0% | +21.8% |
| 6M | +8.4% | +20.3% | -12.0% | -5.9% |
| YTD | -4.2% | +79.6% | -83.8% | -31.5% |
| 1Y | +9.1% | +139.0% | -129.9% | -31.6% |
| 3Y | +1,025.6% | +644.6% | +381.0% | +291.9% |
| 5Y | +565.8% | +1,024.4% | -458.6% | +65.4% |
| All | +1,692.6% | +1,611.8% | +80.8% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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