+1,735.1%
PLTR vs XLC
+99.5%
+1,635.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -2.7% |
| 7D | -6.4% | -0.8% | -5.6% | -5.3% |
| 30D | +10.0% | +1.0% | +9.0% | +8.1% |
| 3M | +23.0% | -0.7% | +23.7% | +24.1% |
| 6M | +13.8% | -5.1% | +18.9% | +22.6% |
| YTD | -1.9% | -4.3% | +2.4% | +4.0% |
| 1Y | +11.6% | -0.6% | +12.2% | +12.1% |
| 3Y | +1,048.4% | +72.7% | +975.7% | +442.1% |
| 5Y | +554.4% | +38.0% | +516.4% | +275.5% |
| All | +1,735.1% | +99.5% | +1,635.5% | +916.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling