+1,735.1%
PLTR vs VSH
+123.3%
+1,611.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -6.1% |
| 7D | -6.4% | +4.1% | -10.5% | -8.0% |
| 30D | +10.0% | -4.2% | +14.2% | +11.0% |
| 3M | +23.0% | -50.0% | +73.0% | +53.1% |
| 6M | +13.8% | +80.2% | -66.4% | -23.4% |
| YTD | -1.9% | +121.1% | -123.0% | -41.5% |
| 1Y | +11.6% | +112.0% | -100.3% | -32.5% |
| 3Y | +1,048.4% | +22.5% | +1,025.9% | +790.9% |
| 5Y | +554.4% | +64.0% | +490.3% | +308.1% |
| All | +1,735.1% | +123.3% | +1,611.7% | +931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling