+126.7%
AMAT vs PH
+197.3%
-70.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.4% | +1.8% |
| 7D | -14.7% | +2.0% | -16.7% | -16.1% |
| 30D | -36.1% | -3.7% | -32.4% | -33.8% |
| 3M | -36.9% | -14.0% | -22.8% | -27.9% |
| 6M | -22.2% | +2.1% | -24.3% | -22.9% |
| YTD | +29.9% | +5.1% | +24.9% | +26.0% |
| 1Y | +43.3% | +10.9% | +32.3% | +32.9% |
| 3Y | +142.7% | +132.9% | +9.7% | +18.1% |
| All | +126.7% | +197.3% | -70.6% | -19.1% |
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 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