+1,714.7%
PLTR vs XME
+338.6%
+1,376.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.7% |
| 7D | +0.4% | +1.5% | -1.1% | -0.3% |
| 30D | -17.5% | -7.3% | -10.2% | -13.4% |
| 3M | -1.5% | -17.4% | +16.0% | +10.2% |
| 6M | +25.9% | -21.8% | +47.8% | +44.5% |
| YTD | -3.0% | -6.0% | +3.0% | -2.2% |
| 1Y | -9.7% | +3.8% | -13.5% | -14.6% |
| 3Y | +776.5% | +100.0% | +676.4% | +437.9% |
| 5Y | +649.9% | +116.1% | +533.8% | +357.2% |
| All | +1,714.7% | +338.6% | +1,376.2% | +835.1% |
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