+4.9%
MSFT vs PHM
+7.4%
-2.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.3% | -4.1% | +2.9% | -1.6% |
| 30D | -1.8% | +16.1% | -18.0% | +0.1% |
| 3M | +5.6% | -2.5% | +8.1% | +5.4% |
| 6M | +29.8% | +12.9% | +16.9% | +32.8% |
| YTD | +9.0% | +9.0% | 0.0% | +10.4% |
| 1Y | +4.9% | +8.2% | -3.2% | +6.2% |
| All | +4.9% | +7.4% | -2.5% | +6.2% |
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