+1,645.9%
PLTR vs SPYM
+147.1%
+1,498.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.0% |
| 7D | -9.1% | -2.0% | -7.2% | -5.4% |
| 30D | -5.2% | -1.6% | -3.6% | -1.8% |
| 3M | +27.4% | +4.7% | +22.6% | +17.1% |
| 6M | +9.7% | +12.6% | -2.8% | -12.8% |
| YTD | -6.7% | +11.8% | -18.5% | -24.8% |
| 1Y | -0.5% | +17.5% | -18.1% | -26.6% |
| 3Y | +996.2% | +77.0% | +919.3% | +295.2% |
| 5Y | +531.1% | +82.6% | +448.5% | +136.0% |
| All | +1,645.9% | +147.1% | +1,498.8% | +455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling