+736.0%
PLTR vs SWKS
-1.9%
+737.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.1% | -7.7% | -9.2% |
| 7D | -21.1% | -9.2% | -11.9% | -19.1% |
| 30D | -19.3% | -1.9% | -17.4% | -19.0% |
| 3M | -2.2% | +21.2% | -23.4% | -8.8% |
| 6M | +14.0% | +12.9% | +1.1% | +6.7% |
| YTD | -12.8% | +30.7% | -43.5% | -23.2% |
| 1Y | -17.5% | +14.1% | -31.6% | -23.5% |
| All | +736.0% | -1.9% | +737.9% | +548.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling