+1,644.6%
ASML vs PH
+804.1%
+840.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +1.1% | -3.1% | +4.2% | +3.1% |
| 30D | +2.2% | -3.2% | +5.4% | +4.0% |
| 3M | -2.3% | +10.6% | -12.9% | -8.5% |
| 6M | +23.0% | -2.1% | +25.1% | +24.6% |
| YTD | +61.1% | +10.2% | +50.9% | +51.7% |
| 1Y | +129.1% | +28.2% | +100.9% | +95.5% |
| 3Y | +165.4% | +134.9% | +30.5% | +54.5% |
| 5Y | +109.5% | +253.6% | -144.2% | -4.8% |
| All | +1,644.6% | +804.1% | +840.4% | +385.0% |
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