+1,660.3%
PLTR vs VTRS
+41.6%
+1,618.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -4.1% | -2.2% | -1.9% | -3.5% |
| 30D | -2.2% | +3.3% | -5.5% | -3.1% |
| 3M | +27.6% | +2.0% | +25.6% | +26.7% |
| 6M | +10.3% | +19.9% | -9.6% | +4.7% |
| YTD | -5.9% | +35.7% | -41.7% | -14.0% |
| 1Y | +1.7% | +68.1% | -66.3% | -12.4% |
| 3Y | +959.1% | +87.1% | +872.0% | +758.3% |
| 5Y | +536.3% | +47.6% | +488.7% | +426.5% |
| All | +1,660.3% | +41.6% | +1,618.7% | +1,472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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