+1,684.5%
PLTR vs VSH
+122.5%
+1,562.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | -3.3% | -4.4% | +1.1% | -2.3% |
| 3M | +28.4% | -45.8% | +74.2% | +54.9% |
| 6M | +8.4% | +90.1% | -81.8% | -28.9% |
| YTD | -4.6% | +120.3% | -124.9% | -43.0% |
| 1Y | +4.4% | +112.2% | -107.8% | -36.9% |
| 3Y | +1,020.5% | +36.6% | +983.9% | +708.6% |
| 5Y | +548.8% | +67.0% | +481.8% | +301.6% |
| All | +1,684.5% | +122.5% | +1,562.0% | +904.1% |
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