+1,714.7%
PLTR vs PHM
+200.3%
+1,514.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.5% |
| 7D | +0.4% | -4.8% | +5.2% | +2.4% |
| 30D | -17.5% | +16.5% | -34.0% | -23.2% |
| 3M | -1.5% | -2.0% | +0.5% | -1.5% |
| 6M | +25.9% | +12.7% | +13.3% | +17.4% |
| YTD | -3.0% | +11.2% | -14.2% | -11.1% |
| 1Y | -9.7% | +7.7% | -17.5% | -16.2% |
| 3Y | +776.5% | +60.9% | +715.6% | +496.3% |
| 5Y | +649.9% | +167.7% | +482.2% | +262.8% |
| All | +1,714.7% | +200.3% | +1,514.4% | +658.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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