+1,046.2%
PLTR vs XLP
+27.4%
+1,018.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.4% |
| 7D | -6.4% | -1.0% | -5.4% | -6.3% |
| 30D | +10.0% | -0.9% | +10.9% | +10.1% |
| 3M | +23.0% | +3.8% | +19.2% | +22.7% |
| 6M | +13.8% | -1.7% | +15.5% | +14.7% |
| YTD | -1.9% | +10.3% | -12.2% | -5.4% |
| 1Y | +11.6% | +7.8% | +3.9% | +8.7% |
| All | +1,046.2% | +27.4% | +1,018.7% | +876.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling