+1,735.1%
PLTR vs VST
+798.4%
+936.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.5% |
| 7D | -6.4% | +8.9% | -15.3% | -8.9% |
| 30D | +10.0% | +6.2% | +3.8% | +7.8% |
| 3M | +23.0% | -2.7% | +25.8% | +21.7% |
| 6M | +13.8% | -8.4% | +22.2% | +13.7% |
| YTD | -1.9% | -7.2% | +5.3% | -3.4% |
| 1Y | +11.6% | -20.9% | +32.5% | +15.3% |
| 3Y | +1,048.4% | +384.0% | +664.4% | +569.9% |
| 5Y | +554.4% | +757.1% | -202.7% | +252.6% |
| All | +1,735.1% | +798.4% | +936.7% | +891.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling