+531.1%
PLTR vs XLF
+62.9%
+468.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -1.7% |
| 7D | -9.1% | -2.9% | -6.2% | -5.3% |
| 30D | -5.2% | -1.6% | -3.6% | -3.0% |
| 3M | +27.4% | +9.3% | +18.1% | +12.7% |
| 6M | +9.7% | +14.6% | -4.8% | -9.6% |
| YTD | -6.7% | +4.7% | -11.4% | -13.1% |
| 1Y | -0.5% | +8.6% | -9.2% | -12.6% |
| 3Y | +996.2% | +73.9% | +922.4% | +402.6% |
| 5Y | +531.1% | +65.0% | +466.1% | +211.4% |
| All | +531.1% | +62.9% | +468.2% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling