+597.7%
PLTR vs XLP
+43.2%
+554.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -19.1% | +8.9% | -28.0% | -21.9% |
| 3M | -1.6% | +7.5% | -9.1% | -4.7% |
| 6M | +22.8% | +9.4% | +13.4% | +17.8% |
| YTD | -4.8% | +19.3% | -24.1% | -13.9% |
| 1Y | -4.9% | +21.7% | -26.6% | -15.3% |
| 3Y | +826.1% | +44.0% | +782.1% | +604.3% |
| 5Y | +597.7% | +42.8% | +555.0% | +461.8% |
| All | +597.7% | +43.2% | +554.5% | +461.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling