+548.8%
PLTR vs VTR
+88.4%
+460.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | 0.0% | -2.9% | +3.0% | +1.3% |
| 30D | -3.3% | -2.8% | -0.5% | -2.3% |
| 3M | +28.4% | +9.0% | +19.4% | +23.2% |
| 6M | +8.4% | +5.0% | +3.4% | +5.0% |
| YTD | -4.6% | +16.9% | -21.6% | -12.6% |
| 1Y | +4.4% | +34.3% | -29.9% | -11.5% |
| 3Y | +1,020.5% | +131.6% | +888.9% | +596.1% |
| 5Y | +548.8% | +88.0% | +460.8% | +332.4% |
| All | +548.8% | +88.4% | +460.4% | +332.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling