+1,504.8%
ASML vs PH
+778.3%
+726.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +3.5% |
| 7D | -0.8% | +3.0% | -3.9% | -2.5% |
| 30D | -14.9% | -0.6% | -14.3% | -14.4% |
| 3M | -13.0% | -10.7% | -2.2% | -6.3% |
| 6M | -4.7% | +9.1% | -13.8% | -9.7% |
| YTD | +42.3% | +9.5% | +32.8% | +34.9% |
| 1Y | +49.7% | +14.0% | +35.7% | +38.3% |
| 3Y | +144.3% | +138.9% | +5.4% | +41.4% |
| 5Y | +86.4% | +209.1% | -122.8% | -8.7% |
| 10Y | +1,504.8% | +737.3% | +767.5% | +411.8% |
| All | +1,504.8% | +778.3% | +726.5% | +411.8% |
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