+1,025.6%
PLTR vs SPYM
+79.1%
+946.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -1.1% |
| 7D | -5.3% | +0.6% | -5.9% | -6.4% |
| 30D | -1.0% | -0.9% | -0.1% | +1.3% |
| 3M | +24.8% | +3.9% | +20.9% | +15.6% |
| 6M | +8.4% | +14.5% | -6.2% | -19.6% |
| YTD | -4.2% | +13.0% | -17.2% | -26.6% |
| 1Y | +9.1% | +19.4% | -10.3% | -25.5% |
| 3Y | +1,025.6% | +78.9% | +946.7% | +166.8% |
| All | +1,025.6% | +79.1% | +946.5% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling