Stock vs. Benchmark Comparison
Data updated: 2025-05-06 11:08 UTC
Palantir (PLTR)
标普500 (SPY)
📈 Cumulative Return
448.87%
vs Benchmark 13.00%
📊 Volatility (Ann.)
72.5%
Benchmark 20.0%
⚠️ 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
595.38%
Beta
2.10
Ann. Alpha
428.25%
Information Ratio
9.45
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 181.89%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 428.25%.
- A high Beta value (2.10) 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 (9.45) 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
448.87%
13.00%
435.87%
Annualized Return
610.70%
15.32%
595.38%
Risk Metrics
Metric
PLTR
SPY
Ratio/Diff.
Annualized Volatility
72.47%
20.05%
3.62x
Max Drawdown
40.61%
18.76%
2.17x
Sharpe Ratio
8.39
0.61
7.77
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.10
Higher than market
High Volatility
Annualized Alpha
428.25%
Positive Alpha
Good
Information Ratio
9.45
High IR
Excellent
Correlation Coeff.
0.58
Moderately Correlated
Clear Link
R-Squared
33.62%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
318.10%
Outperforms in up markets
Down Capture Ratio
151.09%
Falls more than market