+1,677.1%
PLTR vs XLP
+67.8%
+1,609.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.8% | +2.3% | -6.1% | -4.3% |
| 30D | -19.2% | +9.1% | -28.4% | -21.4% |
| 3M | -3.7% | +7.9% | -11.5% | -5.9% |
| 6M | +22.5% | +9.6% | +12.9% | +18.8% |
| YTD | -5.0% | +19.4% | -24.5% | -11.8% |
| 1Y | -12.8% | +22.4% | -35.2% | -20.1% |
| 3Y | +758.3% | +43.2% | +715.1% | +613.2% |
| 5Y | +649.6% | +42.6% | +607.1% | +552.9% |
| All | +1,677.1% | +67.8% | +1,609.3% | +1,475.9% |
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