+1,645.9%
PLTR vs PHM
+169.4%
+1,476.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.3% |
| 7D | -9.1% | -6.4% | -2.8% | -6.5% |
| 30D | -5.2% | -12.1% | +6.9% | +0.1% |
| 3M | +27.4% | -1.5% | +28.9% | +27.2% |
| 6M | +9.7% | -6.0% | +15.8% | +10.7% |
| YTD | -6.7% | -0.3% | -6.4% | -9.7% |
| 1Y | -0.5% | -13.3% | +12.8% | +2.3% |
| 3Y | +996.2% | +47.6% | +948.7% | +679.5% |
| 5Y | +531.1% | +154.7% | +376.4% | +216.7% |
| All | +1,645.9% | +169.4% | +1,476.5% | +670.3% |
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