+765.0%
PLTR vs SWK
+46.0%
+719.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -12.9% | +11.0% | -23.9% | -15.5% |
| 30D | -17.4% | +30.1% | -47.4% | -23.4% |
| 3M | +2.9% | +14.7% | -11.8% | -1.2% |
| 6M | +19.9% | +44.5% | -24.6% | +7.8% |
| YTD | -9.8% | +59.4% | -69.2% | -22.6% |
| 1Y | -8.4% | +77.5% | -85.9% | -24.6% |
| 3Y | +765.0% | +49.5% | +715.6% | +590.3% |
| All | +765.0% | +46.0% | +719.1% | +590.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling