+1,660.3%
PLTR vs VZ
+21.9%
+1,638.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.9% |
| 7D | -4.1% | +0.9% | -5.0% | -4.0% |
| 30D | -2.2% | +7.7% | -10.0% | -2.0% |
| 3M | +27.6% | +9.7% | +17.9% | +28.0% |
| 6M | +10.3% | +3.1% | +7.2% | +10.7% |
| YTD | -5.9% | +30.5% | -36.4% | -5.6% |
| 1Y | +1.7% | +22.5% | -20.7% | +2.3% |
| 3Y | +959.1% | +82.4% | +876.7% | +918.7% |
| 5Y | +536.3% | +28.0% | +508.3% | +472.8% |
| All | +1,660.3% | +21.9% | +1,638.4% | +1,369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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