+872.1%
MSFT vs PHM
+557.7%
+314.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -3.5% | -6.4% | +2.9% | -1.9% |
| 30D | -2.1% | -12.1% | +10.0% | +1.0% |
| 3M | +24.2% | -1.5% | +25.7% | +23.9% |
| 6M | +21.9% | -6.0% | +27.9% | +22.5% |
| YTD | +2.5% | -0.3% | +2.8% | +0.7% |
| 1Y | -0.8% | -13.3% | +12.6% | +0.9% |
| 3Y | +50.8% | +47.6% | +3.2% | +26.1% |
| 5Y | +73.5% | +154.7% | -81.2% | +19.4% |
| All | +872.1% | +557.7% | +314.4% | +421.7% |
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