+117.1%
AMAT vs PH
+187.9%
-70.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -11.9% |
| 7D | -24.3% | -3.9% | -20.4% | -21.5% |
| 30D | -39.8% | -9.4% | -30.4% | -34.3% |
| 3M | -40.2% | -10.3% | -29.9% | -34.4% |
| 6M | -22.1% | +2.7% | -24.8% | -23.1% |
| YTD | +24.7% | +2.1% | +22.5% | +23.9% |
| 1Y | +33.3% | +16.2% | +17.0% | +18.3% |
| 3Y | +133.9% | +129.3% | +4.6% | +15.4% |
| 5Y | +117.1% | +191.7% | -74.7% | -21.3% |
| All | +117.1% | +187.9% | -70.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling