+1,684.5%
PLTR vs XYL
+37.9%
+1,646.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | 0.0% | +0.8% | -0.8% | -0.6% |
| 30D | -3.3% | -10.8% | +7.6% | +5.6% |
| 3M | +28.4% | -2.5% | +30.9% | +29.7% |
| 6M | +8.4% | -12.2% | +20.6% | +17.5% |
| YTD | -4.6% | -20.1% | +15.5% | +10.4% |
| 1Y | +4.4% | -20.6% | +25.1% | +21.6% |
| 3Y | +1,020.5% | +17.3% | +1,003.2% | +851.2% |
| 5Y | +548.8% | -14.5% | +563.3% | +498.8% |
| All | +1,684.5% | +37.9% | +1,646.6% | +1,388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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