Stock vs. Benchmark Comparison
Data updated: 2025-06-22 10:59 UTC
Palantir (PLTR)
标普500 (SPY)
📈 Cumulative Return
431.76%
vs Benchmark 9.73%
📊 Volatility (Ann.)
72.9%
Benchmark 20.5%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
*
Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
578.07%
Beta
2.07
Ann. Alpha
446.31%
Information Ratio
9.14
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 181.80%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 446.31%.
- A high Beta value (2.07) indicates the stock is more sensitive to market changes and has higher volatility.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (9.14) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
PLTR
SPY
Excess/Diff.
Total Return
431.76%
9.73%
422.03%
Annualized Return
590.13%
12.06%
578.07%
Risk Metrics
Metric
PLTR
SPY
Ratio/Diff.
Annualized Volatility
72.91%
20.49%
3.56x
Max Drawdown
40.61%
18.76%
2.17x
Sharpe Ratio
8.05
0.44
7.61
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.07
Higher than market
High Volatility
Annualized Alpha
446.31%
Positive Alpha
Good
Information Ratio
9.14
High IR
Excellent
Correlation Coeff.
0.58
Moderately Correlated
Clear Link
R-Squared
33.72%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
328.11%
Outperforms in up markets
Down Capture Ratio
164.55%
Falls more than market