+3.2%
MSFT vs PH
+12.0%
-8.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.2% |
| 7D | -2.4% | +7.4% | -9.8% | -1.7% |
| 30D | -3.8% | +0.5% | -4.2% | -3.7% |
| 3M | +6.4% | -10.2% | +16.7% | +4.5% |
| 6M | +28.8% | +8.9% | +19.9% | +32.3% |
| YTD | +8.8% | +9.7% | -0.8% | +12.7% |
| 1Y | +3.2% | +12.8% | -9.7% | +7.6% |
| All | +3.2% | +12.0% | -8.8% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling