+43.3%
AMAT vs PH
+11.6%
+31.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.4% | +1.2% |
| 7D | -14.7% | +2.0% | -16.7% | -16.4% |
| 30D | -36.1% | -3.7% | -32.4% | -33.3% |
| 3M | -36.9% | -14.0% | -22.8% | -25.9% |
| 6M | -22.2% | +2.1% | -24.3% | -23.2% |
| YTD | +29.9% | +5.1% | +24.9% | +24.3% |
| 1Y | +43.3% | +10.9% | +32.3% | +34.3% |
| All | +43.3% | +11.6% | +31.6% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling