+552.9%
PLTR vs SWK
-38.7%
+591.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.9% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | +10.0% | -5.7% | +15.8% | +12.9% |
| 3M | +23.0% | +24.1% | -1.0% | +11.3% |
| 6M | +13.8% | +24.7% | -10.9% | +1.3% |
| YTD | -1.9% | +33.9% | -35.9% | -16.8% |
| 1Y | +11.6% | +34.7% | -23.0% | -6.7% |
| 3Y | +1,048.4% | +15.3% | +1,033.1% | +872.8% |
| All | +552.9% | -38.7% | +591.6% | +596.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling