+752.3%
PLTR vs XLF
+81.9%
+670.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -3.2% |
| 7D | +4.7% | +2.7% | +2.1% | +1.2% |
| 30D | -16.4% | +7.6% | -24.0% | -24.4% |
| 3M | -6.2% | +1.1% | -7.2% | -7.7% |
| 6M | +29.2% | +15.9% | +13.3% | +5.5% |
| YTD | -5.5% | +8.4% | -13.9% | -15.8% |
| 1Y | -2.4% | +12.5% | -14.9% | -17.8% |
| 3Y | +752.3% | +81.6% | +670.8% | +181.3% |
| All | +752.3% | +81.9% | +670.4% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 3y: compounded portfolio wealth divided by compounded XLF 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…
3y analysis · Full analysis span regression · 6 months rolling