+1,668.3%
PLTR vs SPYM
+146.6%
+1,521.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.3% |
| 7D | +4.7% | +2.6% | +2.2% | -0.3% |
| 30D | -16.4% | -2.0% | -14.4% | -12.5% |
| 3M | -6.2% | -2.8% | -3.4% | 0.0% |
| 6M | +29.2% | +2.2% | +27.0% | +25.5% |
| YTD | -5.5% | +11.5% | -17.0% | -23.1% |
| 1Y | -2.4% | +13.5% | -15.9% | -23.0% |
| 3Y | +752.3% | +78.0% | +674.3% | +201.8% |
| 5Y | +635.8% | +73.1% | +562.7% | +189.9% |
| All | +1,668.3% | +146.6% | +1,521.7% | +467.8% |
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