+826.1%
PLTR vs SPY
+78.0%
+748.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +0.6% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -19.1% | -3.3% | -15.7% | -12.7% |
| 3M | -1.6% | -2.4% | +0.8% | +4.2% |
| 6M | +22.8% | +2.6% | +20.2% | +18.2% |
| YTD | -4.8% | +11.2% | -16.1% | -22.8% |
| 1Y | -4.9% | +13.4% | -18.3% | -25.4% |
| 3Y | +826.1% | +79.9% | +746.2% | +117.9% |
| All | +826.1% | +78.0% | +748.1% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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