+752.3%
PLTR vs XRT
+58.7%
+693.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | +4.7% | +1.7% | +3.0% | +3.4% |
| 30D | -16.4% | +7.5% | -23.9% | -21.3% |
| 3M | -6.2% | +2.2% | -8.3% | -8.2% |
| 6M | +29.2% | +14.7% | +14.5% | +14.7% |
| YTD | -5.5% | +7.5% | -13.0% | -12.0% |
| 1Y | -2.4% | +14.1% | -16.5% | -13.8% |
| 3Y | +752.3% | +58.8% | +693.5% | +478.2% |
| All | +752.3% | +58.7% | +693.6% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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