+1,668.3%
PLTR vs VST
+701.7%
+966.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | +4.7% | +6.6% | -1.8% | +2.8% |
| 30D | -16.4% | -12.4% | -4.0% | -13.6% |
| 3M | -6.2% | -9.0% | +2.8% | -4.7% |
| 6M | +29.2% | -6.4% | +35.6% | +27.3% |
| YTD | -5.5% | -17.2% | +11.7% | -4.7% |
| 1Y | -2.4% | -22.0% | +19.6% | +0.3% |
| 3Y | +752.3% | +296.7% | +455.6% | +420.6% |
| 5Y | +635.8% | +637.6% | -1.8% | +306.4% |
| All | +1,668.3% | +701.7% | +966.7% | +877.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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