+894.4%
MSFT vs PHM
+677.6%
+216.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | -6.2% | -4.8% | -1.5% | -5.1% |
| 30D | -3.7% | +16.5% | -20.2% | -7.4% |
| 3M | +3.6% | -2.0% | +5.6% | +3.8% |
| 6M | +26.8% | +12.7% | +14.1% | +21.9% |
| YTD | +8.4% | +11.2% | -2.7% | +3.5% |
| 1Y | +3.3% | +7.7% | -4.5% | -0.8% |
| 3Y | +44.3% | +60.9% | -16.6% | +18.1% |
| 5Y | +63.3% | +167.7% | -104.4% | +10.7% |
| 10Y | +894.4% | +692.1% | +202.3% | +398.8% |
| All | +894.4% | +677.6% | +216.7% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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