+143.7%
SPY vs PLTR
+1,592.0%
-1,448.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.8% |
| 7D | +0.1% | -5.1% | +5.2% | +0.6% |
| 30D | -3.3% | -19.1% | +15.7% | -1.1% |
| 3M | -2.4% | -1.6% | -0.8% | -2.5% |
| 6M | +2.6% | +22.8% | -20.2% | -0.8% |
| YTD | +11.2% | -4.8% | +16.1% | +10.1% |
| 1Y | +13.4% | -4.9% | +18.3% | +12.1% |
| 3Y | +79.9% | +826.1% | -746.2% | +34.6% |
| 5Y | +72.2% | +597.7% | -525.5% | +20.2% |
| All | +143.7% | +1,592.0% | -1,448.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 PLTR 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