+96,674.4%
AMAT vs PH
+23,338.9%
+73,335.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -12.4% |
| 7D | -24.3% | -3.9% | -20.4% | -22.4% |
| 30D | -39.8% | -9.4% | -30.4% | -36.1% |
| 3M | -40.2% | -10.3% | -29.9% | -36.2% |
| 6M | -22.1% | +2.7% | -24.8% | -22.6% |
| YTD | +24.7% | +2.1% | +22.5% | +24.7% |
| 1Y | +33.3% | +16.2% | +17.0% | +23.4% |
| 3Y | +133.9% | +129.3% | +4.6% | +48.5% |
| 5Y | +117.1% | +191.7% | -74.7% | +21.0% |
| 10Y | +1,158.7% | +759.2% | +399.4% | +285.0% |
| All | +96,674.4% | +23,338.9% | +73,335.5% | +5,692.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling