Stock vs. Benchmark Comparison
Data updated: 2025-08-10 23:11 UTC
Palantir (PLTR)
标普500 (SPY)
📈 Cumulative Return
610.33%
vs Benchmark 24.38%
📊 Volatility (Ann.)
72.2%
Benchmark 19.9%
⚠️ 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
791.64%
Beta
2.03
Ann. Alpha
468.18%
Information Ratio
12.51
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 198.08%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 468.18%.
- A high Beta value (2.03) 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 (12.51) 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
610.33%
24.38%
585.95%
Annualized Return
818.59%
26.95%
791.64%
Risk Metrics
Metric
PLTR
SPY
Ratio/Diff.
Annualized Volatility
72.23%
19.93%
3.62x
Max Drawdown
40.61%
18.75%
2.17x
Sharpe Ratio
11.29
1.20
10.09
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.03
Higher than market
High Volatility
Annualized Alpha
468.18%
Positive Alpha
Good
Information Ratio
12.51
High IR
Excellent
Correlation Coeff.
0.56
Moderately Correlated
Clear Link
R-Squared
31.32%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
317.04%
Outperforms in up markets
Down Capture Ratio
143.92%
Falls more than market