+1,735.1%
PLTR vs SPYM
+151.2%
+1,583.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.8% |
| 7D | -6.4% | +0.1% | -6.5% | -6.5% |
| 30D | +10.0% | +0.1% | +10.0% | +10.2% |
| 3M | +23.0% | +2.0% | +21.0% | +19.0% |
| 6M | +13.8% | +13.1% | +0.7% | -10.5% |
| YTD | -1.9% | +13.6% | -15.5% | -23.5% |
| 1Y | +11.6% | +20.1% | -8.4% | -21.0% |
| 3Y | +1,048.4% | +77.6% | +970.9% | +310.1% |
| 5Y | +554.4% | +82.5% | +471.8% | +139.5% |
| All | +1,735.1% | +151.2% | +1,583.9% | +465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling