+765.0%
PLTR vs VSH
+6.8%
+758.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.1% |
| 7D | -12.9% | -12.9% | +0.1% | -10.1% |
| 30D | -17.4% | -36.9% | +19.5% | -8.7% |
| 3M | +2.9% | -28.8% | +31.6% | +9.7% |
| 6M | +19.9% | -30.3% | +50.2% | +21.2% |
| YTD | -9.8% | +62.4% | -72.1% | -32.7% |
| 1Y | -8.4% | +62.5% | -70.9% | -31.7% |
| 3Y | +765.0% | +7.4% | +757.7% | +601.3% |
| All | +765.0% | +6.8% | +758.2% | +601.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling