+142,414.7%
MSFT vs PHM
+12,054.4%
+130,360.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.4% |
| 7D | +2.3% | +2.9% | -0.6% | +1.8% |
| 30D | -0.4% | +16.5% | -16.8% | -3.6% |
| 3M | +5.6% | +0.6% | +4.9% | +5.1% |
| 6M | +29.0% | +11.6% | +17.4% | +25.1% |
| YTD | +10.9% | +12.1% | -1.2% | +6.7% |
| 1Y | +6.2% | +9.6% | -3.4% | +2.4% |
| 3Y | +47.6% | +62.3% | -14.7% | +27.7% |
| 5Y | +67.9% | +170.4% | -102.5% | +28.6% |
| 10Y | +922.9% | +683.0% | +239.9% | +501.1% |
| All | +142,414.7% | +12,054.4% | +130,360.2% | +34,302.4% |
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