+1,660.3%
PLTR vs XLI
+142.4%
+1,517.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | -0.6% |
| 7D | -4.1% | -1.7% | -2.4% | -1.9% |
| 30D | -2.2% | -7.3% | +5.0% | +8.0% |
| 3M | +27.6% | -1.3% | +28.9% | +29.1% |
| 6M | +10.3% | +2.2% | +8.1% | +3.9% |
| YTD | -5.9% | +11.7% | -17.6% | -22.8% |
| 1Y | +1.7% | +14.3% | -12.5% | -18.8% |
| 3Y | +959.1% | +70.3% | +888.7% | +408.0% |
| 5Y | +536.3% | +82.3% | +454.0% | +186.3% |
| All | +1,660.3% | +142.4% | +1,517.9% | +709.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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