+1,046.2%
PLTR vs SWKS
-25.5%
+1,071.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.6% |
| 7D | -6.4% | +12.5% | -18.9% | -10.1% |
| 30D | +10.0% | +10.5% | -0.5% | +6.4% |
| 3M | +23.0% | -7.4% | +30.4% | +24.6% |
| 6M | +13.8% | +32.7% | -18.9% | +0.3% |
| YTD | -1.9% | +19.2% | -21.1% | -10.9% |
| 1Y | +11.6% | +2.4% | +9.3% | +7.3% |
| All | +1,046.2% | -25.5% | +1,071.6% | +916.1% |
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 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