+1,684.5%
PLTR vs VUG
+139.7%
+1,544.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -3.3% | -1.7% | -1.6% | -0.2% |
| 3M | +28.4% | +2.8% | +25.5% | +23.1% |
| 6M | +8.4% | +13.6% | -5.2% | -12.3% |
| YTD | -4.6% | +8.1% | -12.7% | -15.9% |
| 1Y | +4.4% | +13.1% | -8.7% | -13.7% |
| 3Y | +1,020.5% | +87.0% | +933.5% | +324.3% |
| 5Y | +548.8% | +76.0% | +472.8% | +189.3% |
| All | +1,684.5% | +139.7% | +1,544.8% | +512.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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