+1,588.2%
PLTR vs XLE
+409.0%
+1,179.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.9% | -12.0% | -0.9% | -8.9% |
| 30D | -17.4% | -2.7% | -14.6% | -16.7% |
| 3M | +2.9% | +6.6% | -3.7% | +0.2% |
| 6M | +19.9% | +9.5% | +10.3% | +14.9% |
| YTD | -9.8% | +40.6% | -50.3% | -21.9% |
| 1Y | -8.4% | +43.6% | -52.0% | -21.5% |
| 3Y | +765.0% | +58.1% | +707.0% | +613.4% |
| 5Y | +516.8% | +152.2% | +364.7% | +358.9% |
| All | +1,588.2% | +409.0% | +1,179.3% | +994.3% |
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