-0.5%
PLTR vs SPYG
+17.3%
-17.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -0.9% |
| 7D | -9.1% | -1.8% | -7.3% | -6.6% |
| 30D | -5.2% | -1.9% | -3.3% | -2.3% |
| 3M | +27.4% | +5.2% | +22.2% | +19.4% |
| 6M | +9.7% | +15.6% | -5.8% | -11.1% |
| YTD | -6.7% | +12.4% | -19.1% | -20.3% |
| 1Y | -0.5% | +17.5% | -18.0% | -17.5% |
| All | -0.5% | +17.3% | -17.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling