+7,228.2%
AMD vs PH
+778.3%
+6,449.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.2% | +9.0% | +10.5% |
| 7D | +8.9% | +3.0% | +5.9% | +7.4% |
| 30D | -16.4% | -0.6% | -15.7% | -15.6% |
| 3M | +5.2% | -10.7% | +16.0% | +13.6% |
| 6M | +11.7% | +9.1% | +2.7% | +6.4% |
| YTD | +137.5% | +9.5% | +128.0% | +124.9% |
| 1Y | +117.8% | +14.0% | +103.7% | +100.8% |
| 3Y | +348.1% | +138.9% | +209.3% | +162.8% |
| 5Y | +241.5% | +209.1% | +32.4% | +71.1% |
| 10Y | +7,228.2% | +737.3% | +6,490.9% | +3,029.8% |
| All | +7,228.2% | +778.3% | +6,449.9% | +3,029.8% |
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