+51.2%
MSFT vs PHM
+52.3%
-1.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -1.0% |
| 7D | -1.4% | -2.5% | +1.1% | -1.3% |
| 30D | -1.0% | -9.7% | +8.6% | -0.7% |
| 3M | +20.2% | +2.2% | +18.0% | +19.8% |
| 6M | +21.3% | -5.7% | +26.9% | +21.3% |
| YTD | +2.8% | +2.8% | 0.0% | +1.8% |
| 1Y | 0.0% | -14.4% | +14.4% | +0.8% |
| 3Y | +51.2% | +52.2% | -1.0% | +37.9% |
| All | +51.2% | +52.3% | -1.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling