+1,660.3%
PLTR vs XLRE
+49.9%
+1,610.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | 0.0% |
| 7D | -4.1% | -1.2% | -2.9% | -3.0% |
| 30D | -2.2% | -2.4% | +0.2% | +0.2% |
| 3M | +27.6% | -2.5% | +30.1% | +30.2% |
| 6M | +10.3% | +4.0% | +6.3% | +4.6% |
| YTD | -5.9% | +9.3% | -15.2% | -15.8% |
| 1Y | +1.7% | +5.6% | -3.8% | -6.0% |
| 3Y | +959.1% | +31.3% | +927.8% | +661.2% |
| 5Y | +536.3% | +9.5% | +526.8% | +470.1% |
| All | +1,660.3% | +49.9% | +1,610.4% | +1,358.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling