-10.0%
PLTR vs SWK
+87.6%
-97.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.1% | -15.2% | -2.9% |
| 7D | -12.8% | +17.9% | -30.7% | -13.8% |
| 30D | -9.3% | +31.9% | -41.3% | -11.5% |
| 3M | +5.6% | +16.6% | -11.0% | +4.5% |
| 6M | +17.6% | +61.1% | -43.5% | +16.1% |
| YTD | -3.4% | +64.2% | -67.6% | -8.3% |
| 1Y | -10.0% | +85.2% | -95.2% | -18.3% |
| All | -10.0% | +87.6% | -97.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling