+141,733.1%
MSFT vs PH
+24,008.7%
+117,724.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.0% |
| 7D | +1.7% | +2.0% | -0.3% | +0.8% |
| 30D | +0.2% | -3.7% | +3.8% | +1.2% |
| 3M | +6.4% | -14.0% | +20.4% | +11.8% |
| 6M | +28.7% | +2.1% | +26.6% | +26.4% |
| YTD | +10.4% | +5.1% | +5.4% | +6.3% |
| 1Y | +7.6% | +10.9% | -3.3% | +1.4% |
| 3Y | +52.3% | +132.9% | -80.6% | +6.5% |
| 5Y | +64.5% | +200.1% | -135.6% | +3.2% |
| 10Y | +917.8% | +783.8% | +134.0% | +304.2% |
| All | +141,733.1% | +24,008.7% | +117,724.3% | +14,588.2% |
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