+978.5%
PLTR vs XLF
+74.4%
+904.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -0.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.5% |
| 30D | -1.0% | -0.5% | -0.5% | -0.2% |
| 3M | +24.8% | +10.6% | +14.1% | +7.8% |
| 6M | +8.4% | +14.3% | -5.9% | -11.0% |
| YTD | -4.2% | +5.5% | -9.7% | -11.7% |
| 1Y | +9.1% | +9.6% | -0.5% | -6.0% |
| All | +978.5% | +74.4% | +904.2% | +251.5% |
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