+1,668.3%
PLTR vs VTR
+154.7%
+1,513.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +4.7% | +0.2% | +4.6% | +4.7% |
| 30D | -16.4% | +5.5% | -21.9% | -17.8% |
| 3M | -6.2% | -0.9% | -5.2% | -6.2% |
| 6M | +29.2% | -0.4% | +29.6% | +28.5% |
| YTD | -5.5% | +17.0% | -22.5% | -11.3% |
| 1Y | -2.4% | +18.0% | -20.4% | -8.7% |
| 3Y | +752.3% | +127.4% | +624.9% | +526.7% |
| 5Y | +635.8% | +92.3% | +543.6% | +458.5% |
| All | +1,668.3% | +154.7% | +1,513.6% | +1,246.2% |
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