Stock vs. Benchmark Comparison
Data updated: 2025-08-13 06:50 UTC
Palantir (PLTR)
标普500 (SPY)
📈 Cumulative Return
523.03%
vs Benchmark 22.08%
📊 Volatility (Ann.)
71.5%
Benchmark 19.8%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
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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
677.07%
Beta
1.99
Ann. Alpha
418.79%
Information Ratio
10.78
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 186.29%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 418.79%.
- A high Beta value (1.99) 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 (10.78) 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
523.03%
22.08%
500.94%
Annualized Return
701.64%
24.57%
677.07%
Risk Metrics
Metric
PLTR
SPY
Ratio/Diff.
Annualized Volatility
71.54%
19.83%
3.61x
Max Drawdown
40.61%
18.75%
2.17x
Sharpe Ratio
9.77
1.09
8.68
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.99
Higher than market
High Volatility
Annualized Alpha
418.79%
Positive Alpha
Good
Information Ratio
10.78
High IR
Excellent
Correlation Coeff.
0.55
Moderately Correlated
Clear Link
R-Squared
30.57%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
311.38%
Outperforms in up markets
Down Capture Ratio
146.28%
Falls more than market