+959.1%
PLTR vs XME
+122.1%
+837.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | -4.1% | -4.2% | +0.1% | -1.2% |
| 30D | -2.2% | -2.7% | +0.5% | -1.0% |
| 3M | +27.6% | -3.9% | +31.5% | +30.1% |
| 6M | +10.3% | -1.0% | +11.3% | +8.1% |
| YTD | -5.9% | +9.8% | -15.7% | -15.7% |
| 1Y | +1.7% | +32.5% | -30.8% | -23.5% |
| 3Y | +959.1% | +124.3% | +834.7% | +347.6% |
| All | +959.1% | +122.1% | +837.0% | +347.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling