+1,684.5%
PLTR vs XME
+437.2%
+1,247.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -3.3% | +1.4% | -4.7% | -4.5% |
| 3M | +28.4% | +2.7% | +25.6% | +25.2% |
| 6M | +8.4% | +6.5% | +1.9% | +2.0% |
| YTD | -4.6% | +15.2% | -19.8% | -15.0% |
| 1Y | +4.4% | +43.5% | -39.1% | -19.9% |
| 3Y | +1,020.5% | +135.9% | +884.6% | +523.9% |
| 5Y | +548.8% | +181.5% | +367.3% | +243.1% |
| All | +1,684.5% | +437.2% | +1,247.3% | +712.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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