+133,470.8%
MSFT vs PHM
+11,456.8%
+122,014.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -3.2% | +0.5% | -2.0% |
| 30D | +2.7% | -6.4% | +9.1% | +4.1% |
| 3M | +17.0% | +5.5% | +11.5% | +15.1% |
| 6M | +23.8% | -5.4% | +29.3% | +24.3% |
| YTD | +4.0% | +6.6% | -2.6% | +1.3% |
| 1Y | -0.8% | -8.8% | +8.0% | -0.5% |
| 3Y | +55.6% | +54.1% | +1.5% | +36.1% |
| 5Y | +72.9% | +144.5% | -71.6% | +35.3% |
| 10Y | +875.8% | +569.4% | +306.4% | +492.7% |
| All | +133,470.8% | +11,456.8% | +122,014.0% | +32,564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling