+1,681.1%
PLTR vs SWK
-11.2%
+1,692.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.4% |
| 7D | -5.1% | +10.7% | -15.8% | -9.1% |
| 30D | -19.1% | +33.3% | -52.4% | -28.2% |
| 3M | -1.6% | +14.7% | -16.3% | -7.5% |
| 6M | +22.8% | +48.5% | -25.7% | +3.6% |
| YTD | -4.8% | +63.9% | -68.7% | -24.7% |
| 1Y | -4.9% | +80.4% | -85.3% | -28.2% |
| 3Y | +826.1% | +58.1% | +768.0% | +590.5% |
| 5Y | +597.7% | -24.5% | +622.2% | +500.2% |
| All | +1,681.1% | -11.2% | +1,692.2% | +1,612.7% |
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