+1,588.2%
PLTR vs XLP
+66.0%
+1,522.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | -12.9% | +0.7% | -13.6% | -13.1% |
| 30D | -17.4% | +10.3% | -27.6% | -19.9% |
| 3M | +2.9% | +6.5% | -3.7% | +0.8% |
| 6M | +19.9% | +8.4% | +11.5% | +16.6% |
| YTD | -9.8% | +18.2% | -28.0% | -16.0% |
| 1Y | -8.4% | +22.4% | -30.8% | -16.3% |
| 3Y | +765.0% | +41.9% | +723.2% | +620.4% |
| 5Y | +516.8% | +40.9% | +476.0% | +438.6% |
| All | +1,588.2% | +66.0% | +1,522.2% | +1,401.1% |
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