+617.6%
PLTR vs XLP
+44.5%
+573.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | +4.7% | +2.5% | +2.2% | +3.8% |
| 30D | -16.4% | +7.3% | -23.7% | -18.8% |
| 3M | -6.2% | +8.1% | -14.2% | -9.2% |
| 6M | +29.2% | +10.5% | +18.7% | +23.6% |
| YTD | -5.5% | +21.2% | -26.7% | -15.1% |
| 1Y | -2.4% | +22.7% | -25.1% | -13.2% |
| 3Y | +752.3% | +44.8% | +707.5% | +549.3% |
| All | +617.6% | +44.5% | +573.1% | +474.9% |
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