+1,735.1%
PLTR vs XLP
+54.9%
+1,680.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -6.4% | -1.0% | -5.4% | -6.1% |
| 30D | +10.0% | -0.9% | +10.9% | +10.3% |
| 3M | +23.0% | +3.8% | +19.2% | +21.5% |
| 6M | +13.8% | -1.7% | +15.5% | +14.3% |
| YTD | -1.9% | +10.3% | -12.2% | -6.6% |
| 1Y | +11.6% | +7.8% | +3.9% | +7.1% |
| 3Y | +1,048.4% | +27.2% | +1,021.2% | +898.9% |
| 5Y | +554.4% | +32.5% | +521.9% | +482.1% |
| All | +1,735.1% | +54.9% | +1,680.2% | +1,568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling