+736.0%
PLTR vs SWK
+46.5%
+689.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.6% | -7.1% | -9.0% |
| 7D | -21.1% | +11.3% | -32.3% | -23.5% |
| 30D | -19.3% | +28.1% | -47.4% | -24.9% |
| 3M | -2.2% | +12.6% | -14.8% | -5.6% |
| 6M | +14.0% | +51.7% | -37.7% | +1.1% |
| YTD | -12.8% | +60.0% | -72.8% | -25.3% |
| 1Y | -17.5% | +72.7% | -90.2% | -31.3% |
| All | +736.0% | +46.5% | +689.5% | +566.5% |
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