+1,684.5%
PLTR vs XLB
+81.8%
+1,602.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.6% |
| 7D | 0.0% | -2.9% | +3.0% | +3.1% |
| 30D | -3.3% | -3.4% | +0.1% | 0.0% |
| 3M | +28.4% | +1.6% | +26.8% | +25.7% |
| 6M | +8.4% | +3.6% | +4.7% | +2.6% |
| YTD | -4.6% | +14.2% | -18.9% | -19.6% |
| 1Y | +4.4% | +15.6% | -11.2% | -13.5% |
| 3Y | +1,020.5% | +33.1% | +987.4% | +695.6% |
| 5Y | +548.8% | +35.0% | +513.7% | +376.6% |
| All | +1,684.5% | +81.8% | +1,602.7% | +1,169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling