+1,645.9%
PLTR vs VTR
+157.5%
+1,488.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | -9.1% | -1.8% | -7.3% | -8.6% |
| 30D | -5.2% | +4.0% | -9.2% | -6.3% |
| 3M | +27.4% | +7.8% | +19.5% | +24.2% |
| 6M | +9.7% | +6.4% | +3.4% | +6.9% |
| YTD | -6.7% | +18.3% | -25.0% | -12.5% |
| 1Y | -0.5% | +33.9% | -34.5% | -11.1% |
| 3Y | +996.2% | +134.3% | +861.9% | +701.7% |
| 5Y | +531.1% | +90.3% | +440.9% | +378.9% |
| All | +1,645.9% | +157.5% | +1,488.4% | +1,228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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