+1,645.9%
PLTR vs SPYG
+151.7%
+1,494.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -0.8% |
| 7D | -9.1% | -1.8% | -7.3% | -6.3% |
| 30D | -5.2% | -1.9% | -3.3% | -1.9% |
| 3M | +27.4% | +5.2% | +22.2% | +17.2% |
| 6M | +9.7% | +15.6% | -5.8% | -14.4% |
| YTD | -6.7% | +12.4% | -19.1% | -23.6% |
| 1Y | -0.5% | +17.5% | -18.0% | -23.5% |
| 3Y | +996.2% | +98.1% | +898.2% | +275.2% |
| 5Y | +531.1% | +84.9% | +446.2% | +156.9% |
| All | +1,645.9% | +151.7% | +1,494.2% | +465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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