+1,660.3%
PLTR vs VWO
+66.5%
+1,593.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -4.1% | -1.8% | -2.3% | -1.6% |
| 30D | -2.2% | -0.1% | -2.1% | -2.1% |
| 3M | +27.6% | +2.2% | +25.3% | +23.5% |
| 6M | +10.3% | +8.8% | +1.6% | -3.6% |
| YTD | -5.9% | +12.4% | -18.3% | -22.4% |
| 1Y | +1.7% | +15.6% | -13.8% | -19.2% |
| 3Y | +959.1% | +62.5% | +896.6% | +412.1% |
| 5Y | +536.3% | +34.3% | +502.1% | +305.1% |
| All | +1,660.3% | +66.5% | +1,593.8% | +896.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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