+3.3%
MSFT vs PHM
+7.9%
-4.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.3% |
| 7D | -6.2% | -4.8% | -1.5% | -6.6% |
| 30D | -3.7% | +16.5% | -20.2% | -1.8% |
| 3M | +3.6% | -2.0% | +5.6% | +3.3% |
| 6M | +26.8% | +12.7% | +14.1% | +29.3% |
| YTD | +8.4% | +11.2% | -2.7% | +9.8% |
| 1Y | +3.3% | +7.7% | -4.5% | +4.1% |
| All | +3.3% | +7.9% | -4.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling