+765.0%
PLTR vs SWKS
-0.7%
+765.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | -12.9% | -6.2% | -6.7% | -11.5% |
| 30D | -17.4% | -1.5% | -15.9% | -17.1% |
| 3M | +2.9% | +23.0% | -20.1% | -4.5% |
| 6M | +19.9% | +27.6% | -7.7% | +8.3% |
| YTD | -9.8% | +32.3% | -42.1% | -20.7% |
| 1Y | -8.4% | +20.1% | -28.5% | -16.6% |
| 3Y | +765.0% | +0.6% | +764.4% | +569.3% |
| All | +765.0% | -0.7% | +765.7% | +569.3% |
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