+496.1%
PLTR vs VST
+515.1%
-18.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -6.2% | -3.6% | -7.6% |
| 7D | -21.1% | -19.9% | -1.2% | -15.2% |
| 30D | -19.3% | -29.7% | +10.4% | -9.7% |
| 3M | -2.2% | -19.6% | +17.4% | +3.8% |
| 6M | +14.0% | -29.4% | +43.4% | +23.9% |
| YTD | -12.8% | -29.7% | +16.9% | -7.1% |
| 1Y | -17.5% | -40.0% | +22.5% | -6.4% |
| 3Y | +720.5% | +231.0% | +489.5% | +272.3% |
| 5Y | +496.1% | +500.1% | -3.9% | +91.1% |
| All | +496.1% | +515.1% | -18.9% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling