+1,684.5%
PLTR vs SPOT
+114.3%
+1,570.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | 0.0% | -6.5% | +6.5% | +4.0% |
| 30D | -3.3% | +2.2% | -5.4% | -5.1% |
| 3M | +28.4% | +5.4% | +23.0% | +23.1% |
| 6M | +8.4% | -4.0% | +12.4% | +7.6% |
| YTD | -4.6% | -9.9% | +5.3% | -3.3% |
| 1Y | +4.4% | -27.3% | +31.7% | +20.3% |
| 3Y | +1,020.5% | +236.4% | +784.1% | +392.2% |
| 5Y | +548.8% | +112.6% | +436.2% | +228.3% |
| All | +1,684.5% | +114.3% | +1,570.2% | +790.1% |
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