+915.1%
MSFT vs PH
+700.2%
+214.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +4.3% | -5.6% | -2.8% |
| 30D | -1.8% | +0.1% | -2.0% | -2.2% |
| 3M | +5.6% | -9.4% | +15.0% | +9.1% |
| 6M | +29.8% | +8.8% | +21.1% | +24.4% |
| YTD | +9.0% | +9.6% | -0.6% | +2.9% |
| 1Y | +4.9% | +14.4% | -9.5% | -2.7% |
| 3Y | +46.2% | +134.5% | -88.3% | -2.6% |
| 5Y | +62.1% | +204.4% | -142.3% | -6.1% |
| All | +915.1% | +700.2% | +214.9% | +280.5% |
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