+1,587.5%
AMAT vs PH
+804.1%
+783.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | -1.5% | -3.1% | +1.6% | +0.8% |
| 30D | -14.8% | -3.2% | -11.5% | -13.1% |
| 3M | -9.3% | +10.6% | -19.9% | -15.4% |
| 6M | +27.4% | -2.1% | +29.5% | +29.9% |
| YTD | +77.6% | +10.2% | +67.4% | +66.5% |
| 1Y | +188.9% | +28.2% | +160.7% | +141.6% |
| 3Y | +202.3% | +134.9% | +67.4% | +61.8% |
| 5Y | +248.9% | +253.6% | -4.7% | +39.1% |
| All | +1,587.5% | +804.1% | +783.3% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling