+1,315.3%
AMAT vs PH
+778.3%
+537.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.2% | +7.1% | +8.2% |
| 7D | -1.1% | +3.0% | -4.1% | -2.8% |
| 30D | -26.9% | -0.6% | -26.3% | -26.2% |
| 3M | -31.2% | -10.7% | -20.5% | -24.7% |
| 6M | -14.7% | +9.1% | -23.8% | -19.2% |
| YTD | +44.7% | +9.5% | +35.2% | +37.2% |
| 1Y | +62.0% | +14.0% | +47.9% | +49.1% |
| 3Y | +165.0% | +138.9% | +26.1% | +41.6% |
| 5Y | +147.1% | +209.1% | -62.0% | +8.4% |
| 10Y | +1,315.3% | +737.3% | +578.0% | +288.6% |
| All | +1,315.3% | +778.3% | +537.0% | +288.6% |
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