+1,681.1%
PLTR vs VRT
+1,080.2%
+600.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.6% | -4.1% | +2.0% |
| 7D | -5.1% | -10.6% | +5.5% | -1.7% |
| 30D | -19.1% | -17.4% | -1.6% | -14.3% |
| 3M | -1.6% | -26.4% | +24.8% | +7.2% |
| 6M | +22.8% | -41.0% | +63.8% | +40.1% |
| YTD | -4.8% | +23.8% | -28.6% | -23.7% |
| 1Y | -4.9% | +11.6% | -16.5% | -20.4% |
| 3Y | +826.1% | +403.5% | +422.6% | +265.7% |
| 5Y | +597.7% | +647.0% | -49.3% | +97.5% |
| All | +1,681.1% | +1,080.2% | +600.8% | +341.6% |
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