+1,706.1%
PLTR vs SPOT
+145.3%
+1,560.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.5% |
| 7D | +10.7% | -2.6% | +13.3% | +12.3% |
| 30D | -17.8% | +13.5% | -31.2% | -24.5% |
| 3M | +0.3% | +22.2% | -21.9% | -12.6% |
| 6M | +26.2% | +38.3% | -12.1% | +0.7% |
| YTD | -3.5% | +3.1% | -6.5% | -10.8% |
| 1Y | -6.8% | -7.6% | +0.8% | -8.0% |
| 3Y | +772.3% | +250.0% | +522.2% | +271.7% |
| 5Y | +651.6% | +113.3% | +538.2% | +263.5% |
| All | +1,706.1% | +145.3% | +1,560.8% | +720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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