+1,684.5%
PLTR vs SPYM
+148.6%
+1,535.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.9% |
| 30D | -3.3% | -1.4% | -1.9% | -0.3% |
| 3M | +28.4% | +3.7% | +24.6% | +20.2% |
| 6M | +8.4% | +13.0% | -4.7% | -14.6% |
| YTD | -4.6% | +12.5% | -17.1% | -24.1% |
| 1Y | +4.4% | +18.6% | -14.2% | -24.4% |
| 3Y | +1,020.5% | +78.0% | +942.5% | +299.0% |
| 5Y | +548.8% | +82.3% | +466.5% | +140.9% |
| All | +1,684.5% | +148.6% | +1,535.9% | +460.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling