+552.9%
PLTR vs XLP
+32.7%
+520.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -6.4% | -1.0% | -5.4% | -6.0% |
| 30D | +10.0% | -0.9% | +10.9% | +10.4% |
| 3M | +23.0% | +3.8% | +19.2% | +20.8% |
| 6M | +13.8% | -1.7% | +15.5% | +14.4% |
| YTD | -1.9% | +10.3% | -12.2% | -8.4% |
| 1Y | +11.6% | +7.8% | +3.9% | +5.5% |
| 3Y | +1,048.4% | +27.2% | +1,021.2% | +838.4% |
| All | +552.9% | +32.7% | +520.2% | +428.0% |
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 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