+6,288.2%
MS vs PHM
+4,485.0%
+1,803.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -3.2% | +4.6% | +2.8% |
| 30D | -0.3% | -6.4% | +6.2% | +2.5% |
| 3M | +0.3% | +5.5% | -5.2% | -3.1% |
| 6M | +31.3% | -5.4% | +36.8% | +32.7% |
| YTD | +24.7% | +6.6% | +18.1% | +18.7% |
| 1Y | +47.9% | -8.8% | +56.8% | +50.0% |
| 3Y | +178.3% | +54.1% | +124.2% | +113.3% |
| 5Y | +144.9% | +144.5% | +0.4% | +45.7% |
| 10Y | +804.5% | +569.4% | +235.1% | +203.9% |
| All | +6,288.2% | +4,485.0% | +1,803.2% | +662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling