+1,677.1%
PLTR vs SWKS
-32.8%
+1,709.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.8% | -3.1% | -0.6% | -2.2% |
| 30D | -19.2% | +8.3% | -27.6% | -22.1% |
| 3M | -3.7% | +20.2% | -23.9% | -14.5% |
| 6M | +22.5% | +24.9% | -2.4% | +3.7% |
| YTD | -5.0% | +33.2% | -38.2% | -24.8% |
| 1Y | -12.8% | +23.6% | -36.4% | -28.0% |
| 3Y | +758.3% | +1.3% | +757.0% | +599.5% |
| 5Y | +649.6% | -40.6% | +690.2% | +737.4% |
| All | +1,677.1% | -32.8% | +1,709.9% | +1,942.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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