+139,698.9%
MSFT vs PHM
+11,710.1%
+127,988.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -2.4% | -6.1% | +3.7% | -1.1% |
| 30D | -3.8% | +13.7% | -17.5% | -6.5% |
| 3M | +6.4% | -1.5% | +7.9% | +6.4% |
| 6M | +28.8% | +11.3% | +17.5% | +25.0% |
| YTD | +8.8% | +8.9% | -0.1% | +5.3% |
| 1Y | +3.2% | +6.1% | -2.9% | +0.2% |
| 3Y | +44.8% | +57.7% | -12.9% | +26.0% |
| 5Y | +61.8% | +159.0% | -97.1% | +25.0% |
| 10Y | +897.9% | +676.2% | +221.8% | +487.6% |
| All | +139,698.9% | +11,710.1% | +127,988.8% | +33,846.7% |
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