+565.8%
PLTR vs VUG
+76.0%
+489.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | -5.3% | +0.9% | -6.2% | -6.6% |
| 30D | -1.0% | -1.4% | +0.4% | +1.8% |
| 3M | +24.8% | +2.3% | +22.5% | +20.5% |
| 6M | +8.4% | +15.7% | -7.3% | -16.1% |
| YTD | -4.2% | +8.6% | -12.8% | -16.8% |
| 1Y | +9.1% | +14.1% | -5.0% | -12.1% |
| 3Y | +1,025.6% | +87.9% | +937.7% | +295.3% |
| 5Y | +565.8% | +76.3% | +489.4% | +192.3% |
| All | +565.8% | +76.0% | +489.8% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling