+1,692.6%
PLTR vs VYM
+140.3%
+1,552.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | -5.3% | +0.1% | -5.5% | -5.5% |
| 30D | -1.0% | -1.3% | +0.3% | +0.9% |
| 3M | +24.8% | +4.1% | +20.7% | +18.2% |
| 6M | +8.4% | +9.8% | -1.4% | -5.4% |
| YTD | -4.2% | +15.3% | -19.5% | -22.4% |
| 1Y | +9.1% | +20.0% | -10.9% | -16.6% |
| 3Y | +1,025.6% | +66.2% | +959.3% | +472.0% |
| 5Y | +565.8% | +77.5% | +488.2% | +242.3% |
| All | +1,692.6% | +140.3% | +1,552.3% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling