Moderate confidence: R² is 0.19; these three factors explain some but not most of PLTR's day-to-day variance. Treat the split below as directional.
Note: the net move here (+21.0pp) is small relative to the systematic and idiosyncratic swings underneath it; they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.
Of PLTR's +21.0pp move over this window, -42.3pp (202% of the total magnitude) is idiosyncratic, not explained by riding market, sector, or rate moves. The rest (+63.2pp) came from systematic exposure: market +37.7pp, sector +24.3pp, rate +1.3pp.