+1,714.7%
PLTR vs XLE
+423.4%
+1,291.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +1.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | -17.5% | -4.0% | -13.5% | -16.4% |
| 3M | -1.5% | +4.6% | -6.1% | -3.3% |
| 6M | +25.9% | +12.3% | +13.6% | +19.8% |
| YTD | -3.0% | +44.5% | -47.6% | -16.9% |
| 1Y | -9.7% | +42.4% | -52.1% | -22.3% |
| 3Y | +776.5% | +67.0% | +709.4% | +609.9% |
| 5Y | +649.9% | +161.9% | +488.0% | +451.4% |
| All | +1,714.7% | +423.4% | +1,291.3% | +1,065.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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