+1,677.1%
PLTR vs XLB
+87.8%
+1,589.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -3.8% | +0.5% | -4.2% | -4.1% |
| 30D | -19.2% | +6.9% | -26.2% | -24.5% |
| 3M | -3.7% | -0.2% | -3.5% | -3.9% |
| 6M | +22.5% | +3.3% | +19.2% | +17.3% |
| YTD | -5.0% | +18.0% | -23.1% | -22.7% |
| 1Y | -12.8% | +24.2% | -37.0% | -33.1% |
| 3Y | +758.3% | +44.7% | +713.5% | +454.6% |
| 5Y | +649.6% | +31.6% | +618.1% | +440.4% |
| All | +1,677.1% | +87.8% | +1,589.3% | +1,121.2% |
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