PLTR WeeklyPay ETF (PLTW) Performance
PLTW total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +4.3% since Dec 31, 2025
- 1 year
- +0.2% total return
- Since first price
- +66.3% since 2025
PLTW trailing returns vs SPY, QQQ, AGG
| Period | PLTW total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.1% | −2.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +69.2% | +46.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +41.4% | +7.0% | +7.8% | +8.4% | −1.5% |
| YTD | +4.3% | −32.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +0.2% | −44.1% | +14.4% | +15.9% | −1.1% |
| Since inceptionFeb 19, 2025 | +66.3% | −43.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: PLTW vs SPY
From Feb 19, 2025: PLTW grew to $16,629, SPY to $12,643.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
PLTW returns by calendar year
2026 is year to date.
PLTW annual returns table
| Year | PLTW | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +4.3% | −49.0% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
PLTW largest drawdowns
Now 14.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 3, 2025 | −57.3% | Jun 25, 2026 | not yet | 8 months | 12 months so far |
| Feb 19, 2025 | −40.0% | Apr 4, 2025 | Apr 28, 2025 | 44 days | 2 months |
| Aug 8, 2025 | −21.9% | Sep 5, 2025 | Oct 29, 2025 | 28 days | 3 months |
| May 5, 2025 | −16.1% | May 6, 2025 | May 13, 2025 | 1 days | 8 days |
| Jun 3, 2025 | −11.9% | Jun 5, 2025 | Jun 11, 2025 | 2 days | 8 days |
| Jun 26, 2025 | −11.0% | Jul 1, 2025 | Jul 14, 2025 | 5 days | 18 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
PLTW risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +64.9% |
| Volatility (annualized) | 75.4% |
| Sharpe ratio | 0.95 |
| Sortino ratio | 2.05 |
| Best month | +61.6% |
| Worst month | −30.5% |
| Best 12 months | +75.8% |
| Worst 12 months | −32.2% |
| Positive months | 58% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
PLTW rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 9 | −32.2% | +11.3% | +75.8% | 56% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
PLTW performance overview
PLTR WeeklyPay ETF (PLTW) returned +0.2% over the past year, with distributions reinvested. Since its first recorded price on Feb 19, 2025 it has returned +66.3%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −57.3%, from Nov 3, 2025 to Jun 25, 2026; the fund has not yet regained that high. Volatility has been 75.4% a year.
Related: PLTW chart, PLTW dividends. See the PLTW overview for the latest quote and fund facts.
PLTW performance FAQ
What is the PLTW return over the past year?
PLTW returned +0.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 44.1%.
How much would $10,000 invested in PLTW be worth?
$10,000 invested in PLTW at its first recorded close on February 19, 2025 would be worth about $16,629 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of PLTW?
The largest peak-to-trough decline was −57.3% between November 3, 2025 and June 25, 2026. It has not yet recovered to that high; it is 14.7% below its peak.
How volatile is PLTW?
Over the past history PLTW had an annualized volatility of 75.4% and a Sharpe ratio of 0.95 (excess return over 1–3 month T-bills per unit of risk).