+649.6%
PLTR vs SPYM
+72.9%
+576.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.5% |
| 7D | -3.8% | -0.6% | -3.2% | -2.4% |
| 30D | -19.2% | -3.7% | -15.6% | -12.0% |
| 3M | -3.7% | -2.7% | -0.9% | +2.9% |
| 6M | +22.5% | +2.2% | +20.3% | +18.3% |
| YTD | -5.0% | +10.9% | -15.9% | -23.3% |
| 1Y | -12.8% | +11.3% | -24.1% | -29.7% |
| 3Y | +758.3% | +76.8% | +681.4% | +175.0% |
| 5Y | +649.6% | +73.5% | +576.1% | +179.6% |
| All | +649.6% | +72.9% | +576.8% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling