+1,046.2%
PLTR vs VUG
+90.1%
+956.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.6% |
| 7D | -6.4% | -0.1% | -6.3% | -6.1% |
| 30D | +10.0% | -0.3% | +10.4% | +11.1% |
| 3M | +23.0% | -0.7% | +23.7% | +25.3% |
| 6M | +13.8% | +14.6% | -0.8% | -10.5% |
| YTD | -1.9% | +9.0% | -10.9% | -15.2% |
| 1Y | +11.6% | +14.9% | -3.2% | -11.1% |
| All | +1,046.2% | +90.1% | +956.1% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling