+1,706.1%
PLTR vs SM
+2,154.9%
-448.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.6% | -1.5% |
| 7D | +10.7% | +10.6% | +0.1% | +8.3% |
| 30D | -17.8% | -15.0% | -2.8% | -15.4% |
| 3M | +0.3% | +1.7% | -1.4% | -1.1% |
| 6M | +26.2% | +5.9% | +20.3% | +21.7% |
| YTD | -3.5% | +79.0% | -82.5% | -18.8% |
| 1Y | -6.8% | +84.7% | -91.5% | -22.4% |
| 3Y | +772.3% | -3.5% | +775.8% | +712.5% |
| 5Y | +651.6% | +4.9% | +646.6% | +559.4% |
| All | +1,706.1% | +2,154.9% | -448.8% | +794.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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