+1,668.3%
PLTR vs VSH
+87.5%
+1,580.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -0.6% |
| 7D | +4.7% | +14.3% | -9.6% | -0.5% |
| 30D | -16.4% | -7.9% | -8.6% | -14.7% |
| 3M | -6.2% | -19.9% | +13.7% | -1.2% |
| 6M | +29.2% | -30.5% | +59.7% | +33.5% |
| YTD | -5.5% | +85.7% | -91.2% | -41.3% |
| 1Y | -2.4% | +98.9% | -101.3% | -41.5% |
| 3Y | +752.3% | +32.1% | +720.2% | +477.4% |
| 5Y | +635.8% | +39.7% | +596.2% | +375.7% |
| All | +1,668.3% | +87.5% | +1,580.8% | +934.6% |
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