+1,588.2%
PLTR vs VST
+652.2%
+936.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.6% | -7.1% | +0.4% |
| 7D | -12.9% | -9.8% | -3.1% | -10.6% |
| 30D | -17.4% | -25.1% | +7.8% | -10.8% |
| 3M | +2.9% | -11.6% | +14.4% | +5.3% |
| 6M | +19.9% | -20.9% | +40.8% | +24.4% |
| YTD | -9.8% | -22.3% | +12.5% | -7.3% |
| 1Y | -8.4% | -32.0% | +23.6% | -1.7% |
| 3Y | +765.0% | +262.4% | +502.7% | +441.9% |
| 5Y | +516.8% | +563.4% | -46.5% | +246.5% |
| All | +1,588.2% | +652.2% | +936.0% | +850.7% |
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