+565.8%
PLTR vs XLC
+37.3%
+528.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.6% |
| 7D | -5.3% | +0.6% | -5.9% | -6.2% |
| 30D | -1.0% | +0.2% | -1.2% | -1.6% |
| 3M | +24.8% | +0.6% | +24.1% | +23.0% |
| 6M | +8.4% | -4.5% | +12.9% | +16.2% |
| YTD | -4.2% | -4.7% | +0.5% | +2.8% |
| 1Y | +9.1% | -1.7% | +10.7% | +11.3% |
| 3Y | +1,025.6% | +72.3% | +953.3% | +378.2% |
| 5Y | +565.8% | +37.8% | +528.0% | +359.0% |
| All | +565.8% | +37.3% | +528.5% | +359.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling