Stock vs. Benchmark Comparison
Data updated: 2025-09-26 03:12 UTC
Palantir (PLTR)
标普500 (SPY)
📈 Cumulative Return
385.42%
vs Benchmark 16.58%
📊 Volatility (Ann.)
71.4%
Benchmark 19.4%
⚠️ 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
504.93%
Beta
2.02
Ann. Alpha
340.90%
Information Ratio
8.04
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 165.80%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 340.90%.
- A high Beta value (2.02) 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 (8.04) 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
385.42%
16.58%
368.84%
Annualized Return
523.77%
18.85%
504.93%
Risk Metrics
Metric
PLTR
SPY
Ratio/Diff.
Annualized Volatility
71.35%
19.45%
3.67x
Max Drawdown
40.61%
18.76%
2.17x
Sharpe Ratio
7.30
0.81
6.48
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.02
Higher than market
High Volatility
Annualized Alpha
340.90%
Positive Alpha
Good
Information Ratio
8.04
High IR
Excellent
Correlation Coeff.
0.55
Moderately Correlated
Clear Link
R-Squared
30.37%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
310.25%
Outperforms in up markets
Down Capture Ratio
155.09%
Falls more than market