+765.0%
PLTR vs SPOT
+255.6%
+509.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.3% | +4.3% |
| 7D | -12.9% | +1.6% | -14.5% | -13.6% |
| 30D | -17.4% | +17.6% | -34.9% | -24.2% |
| 3M | +2.9% | +26.9% | -24.1% | -10.0% |
| 6M | +19.9% | +41.8% | -21.9% | -2.5% |
| YTD | -9.8% | +3.8% | -13.6% | -14.2% |
| 1Y | -8.4% | -2.5% | -5.9% | -9.6% |
| 3Y | +765.0% | +260.6% | +504.5% | +512.7% |
| All | +765.0% | +255.6% | +509.5% | +512.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling