+765.0%
PLTR vs XLP
+42.1%
+723.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.4% |
| 7D | -12.9% | +0.7% | -13.6% | -12.8% |
| 30D | -17.4% | +10.3% | -27.6% | -17.3% |
| 3M | +2.9% | +6.5% | -3.7% | +3.0% |
| 6M | +19.9% | +8.4% | +11.5% | +20.2% |
| YTD | -9.8% | +18.2% | -28.0% | -11.7% |
| 1Y | -8.4% | +22.4% | -30.8% | -11.5% |
| 3Y | +765.0% | +41.9% | +723.2% | +644.5% |
| All | +765.0% | +42.1% | +723.0% | +644.5% |
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