+736.0%
PLTR vs VST
+229.5%
+506.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -6.2% | -3.6% | -7.9% |
| 7D | -21.1% | -19.9% | -1.2% | -16.0% |
| 30D | -19.3% | -29.7% | +10.4% | -11.0% |
| 3M | -2.2% | -19.6% | +17.4% | +3.1% |
| 6M | +14.0% | -29.4% | +43.4% | +22.7% |
| YTD | -12.8% | -29.7% | +16.9% | -7.8% |
| 1Y | -17.5% | -40.0% | +22.5% | -7.6% |
| All | +736.0% | +229.5% | +506.5% | +555.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling