+1,735.1%
PLTR vs XLF
+169.3%
+1,565.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.6% |
| 7D | -6.4% | 0.0% | -6.4% | -6.3% |
| 30D | +10.0% | +0.2% | +9.9% | +9.8% |
| 3M | +23.0% | +11.7% | +11.3% | +8.8% |
| 6M | +13.8% | +13.8% | 0.0% | -1.6% |
| YTD | -1.9% | +7.0% | -8.9% | -9.4% |
| 1Y | +11.6% | +9.1% | +2.5% | +0.6% |
| 3Y | +1,048.4% | +75.6% | +972.8% | +546.5% |
| 5Y | +554.4% | +66.4% | +488.0% | +287.7% |
| All | +1,735.1% | +169.3% | +1,565.7% | +924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling