+1,668.3%
PLTR vs SWK
-14.8%
+1,683.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +4.7% | -1.4% | +6.1% | +5.3% |
| 30D | -16.4% | +25.5% | -41.9% | -24.1% |
| 3M | -6.2% | +11.8% | -17.9% | -10.9% |
| 6M | +29.2% | +48.7% | -19.5% | +8.8% |
| YTD | -5.5% | +57.2% | -62.7% | -24.1% |
| 1Y | -2.4% | +75.3% | -77.7% | -25.6% |
| 3Y | +752.3% | +51.9% | +700.4% | +544.9% |
| 5Y | +635.8% | -30.7% | +666.6% | +539.5% |
| All | +1,668.3% | -14.8% | +1,683.1% | +1,627.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling