+1,338.1%
AMAT vs PH
+719.0%
+619.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -2.5% | +2.1% | -4.6% | -3.6% |
| 30D | -26.5% | +0.3% | -26.8% | -26.3% |
| 3M | -28.6% | -8.8% | -19.8% | -23.0% |
| 6M | -14.2% | +10.0% | -24.3% | -19.3% |
| YTD | +45.5% | +10.5% | +35.0% | +36.9% |
| 1Y | +59.3% | +15.5% | +43.8% | +45.2% |
| 3Y | +153.1% | +136.4% | +16.7% | +35.9% |
| 5Y | +158.2% | +213.6% | -55.4% | +11.7% |
| All | +1,338.1% | +719.0% | +619.1% | +265.5% |
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