Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PLTR vs VYM✓SelectedUSD · VYMPLTR vs VYM performance historyLatest closeAs of-2.16%09/10
Stock and ETF performance explorer

PLTR vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+531.1%
VYM return
+75.8%
Excess return
+455.4%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D-2.2%-0.5%-1.6%-1.2%
7D-9.1%-1.9%-7.3%-6.0%
30D-5.2%-2.6%-2.6%-0.6%
3M+27.4%+3.6%+23.8%+20.3%
6M+9.7%+8.7%+1.1%-5.4%
YTD-6.7%+14.1%-20.8%-26.7%
1Y-0.5%+17.8%-18.3%-26.2%
3Y+996.2%+64.5%+931.7%+362.4%
5Y+531.1%+77.5%+453.6%+154.2%
All+531.1%+75.8%+455.4%+154.2%

Cumulative growth

Daily Returns

Daily percentage return beside VYM.

Daily Out/Under-Performance

Portfolio return minus VYM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VYM 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 VYM 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