+736.0%
PLTR vs XLP
+43.9%
+692.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.8% | -9.0% | -9.8% |
| 7D | -21.1% | +3.5% | -24.6% | -20.9% |
| 30D | -19.3% | +11.6% | -30.9% | -19.2% |
| 3M | -2.2% | +7.6% | -9.8% | -2.0% |
| 6M | +14.0% | +10.0% | +4.0% | +14.4% |
| YTD | -12.8% | +19.7% | -32.5% | -14.6% |
| 1Y | -17.5% | +23.5% | -41.0% | -20.1% |
| All | +736.0% | +43.9% | +692.0% | +620.0% |
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