+868.6%
MSFT vs PH
+794.6%
+74.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -1.0% | -10.8% | +9.8% | +3.2% |
| 3M | +20.2% | +8.5% | +11.7% | +15.9% |
| 6M | +21.3% | +3.9% | +17.3% | +18.1% |
| YTD | +2.8% | +9.4% | -6.6% | -2.5% |
| 1Y | 0.0% | +26.8% | -26.8% | -11.1% |
| 3Y | +51.2% | +140.8% | -89.6% | -0.2% |
| 5Y | +71.4% | +253.8% | -182.4% | -6.1% |
| 10Y | +868.6% | +792.3% | +76.3% | +249.9% |
| All | +868.6% | +794.6% | +74.0% | +249.9% |
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