+1,677.1%
PLTR vs VSH
+88.7%
+1,588.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.7% |
| 7D | -3.8% | -1.6% | -2.2% | -3.5% |
| 30D | -19.2% | -21.3% | +2.1% | -12.9% |
| 3M | -3.7% | -18.9% | +15.2% | +1.1% |
| 6M | +22.5% | -21.4% | +43.9% | +19.2% |
| YTD | -5.0% | +86.8% | -91.9% | -41.0% |
| 1Y | -12.8% | +85.8% | -98.6% | -45.7% |
| 3Y | +758.3% | +30.1% | +728.1% | +489.8% |
| 5Y | +649.6% | +42.8% | +606.8% | +381.1% |
| All | +1,677.1% | +88.7% | +1,588.3% | +939.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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