+1,668.3%
PLTR vs XLC
+94.2%
+1,574.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -3.6% |
| 7D | +4.7% | +3.7% | +1.0% | -0.6% |
| 30D | -16.4% | -1.9% | -14.5% | -14.3% |
| 3M | -6.2% | -3.1% | -3.0% | -2.8% |
| 6M | +29.2% | -6.4% | +35.5% | +40.9% |
| YTD | -5.5% | -6.8% | +1.3% | +3.4% |
| 1Y | -2.4% | -1.7% | -0.7% | -1.3% |
| 3Y | +752.3% | +64.7% | +687.6% | +323.3% |
| 5Y | +635.8% | +41.1% | +594.7% | +326.4% |
| All | +1,668.3% | +94.2% | +1,574.1% | +911.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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