+922.9%
MSFT vs PH
+737.8%
+185.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +2.3% | +2.1% | +0.2% | +1.4% |
| 30D | -0.4% | +0.3% | -0.6% | -0.8% |
| 3M | +5.6% | -8.8% | +14.4% | +8.8% |
| 6M | +29.0% | +10.0% | +18.9% | +23.0% |
| YTD | +10.9% | +10.5% | +0.5% | +4.5% |
| 1Y | +6.2% | +15.5% | -9.3% | -1.9% |
| 3Y | +47.6% | +136.4% | -88.7% | -1.9% |
| 5Y | +67.9% | +213.6% | -145.6% | -3.8% |
| 10Y | +922.9% | +713.9% | +209.0% | +282.4% |
| All | +922.9% | +737.8% | +185.1% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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