+1,677.1%
PLTR vs VST
+690.6%
+986.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | -3.8% | -6.0% | +2.3% | -2.3% |
| 30D | -19.2% | -18.8% | -0.5% | -14.7% |
| 3M | -3.7% | -8.0% | +4.4% | -2.5% |
| 6M | +22.5% | -10.9% | +33.4% | +22.6% |
| YTD | -5.0% | -18.3% | +13.3% | -3.8% |
| 1Y | -12.8% | -29.9% | +17.1% | -7.2% |
| 3Y | +758.3% | +290.3% | +468.0% | +426.6% |
| 5Y | +649.6% | +635.3% | +14.3% | +315.8% |
| All | +1,677.1% | +690.6% | +986.4% | +886.4% |
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