+1,162.1%
AMAT vs PH
+759.6%
+402.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.4% | +2.1% |
| 7D | -14.7% | +2.0% | -16.7% | -15.9% |
| 30D | -36.1% | -3.7% | -32.4% | -34.1% |
| 3M | -36.9% | -14.0% | -22.8% | -29.1% |
| 6M | -22.2% | +2.1% | -24.3% | -22.7% |
| YTD | +29.9% | +5.1% | +24.9% | +26.8% |
| 1Y | +43.3% | +10.9% | +32.3% | +34.4% |
| 3Y | +142.7% | +132.9% | +9.7% | +32.3% |
| 5Y | +126.2% | +200.1% | -73.9% | +1.6% |
| All | +1,162.1% | +759.6% | +402.5% | +283.1% |
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