+1,706.1%
PLTR vs XLP
+67.8%
+1,638.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +10.7% | -0.2% | +10.9% | +10.8% |
| 30D | -17.8% | +8.2% | -25.9% | -19.7% |
| 3M | +0.3% | +7.7% | -7.4% | -2.0% |
| 6M | +26.2% | +9.3% | +16.9% | +22.5% |
| YTD | -3.5% | +19.5% | -23.0% | -10.4% |
| 1Y | -6.8% | +21.0% | -27.8% | -14.1% |
| 3Y | +772.3% | +43.2% | +729.1% | +624.8% |
| 5Y | +651.6% | +42.7% | +608.8% | +554.7% |
| All | +1,706.1% | +67.8% | +1,638.3% | +1,501.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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