+133,470.8%
MSFT vs PH
+25,185.5%
+108,285.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -2.7% | -3.1% | +0.4% | -1.6% |
| 30D | +2.7% | -3.2% | +6.0% | +3.8% |
| 3M | +17.0% | +10.6% | +6.4% | +12.2% |
| 6M | +23.8% | -2.1% | +26.0% | +23.3% |
| YTD | +4.0% | +10.2% | -6.2% | -1.2% |
| 1Y | -0.8% | +28.2% | -29.0% | -11.3% |
| 3Y | +55.6% | +134.9% | -79.3% | +8.5% |
| 5Y | +72.9% | +253.6% | -180.7% | +2.2% |
| 10Y | +875.8% | +804.7% | +71.1% | +285.3% |
| All | +133,470.8% | +25,185.5% | +108,285.2% | +13,546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling