+1,395.4%
ASML vs PH
+759.6%
+635.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +3.2% |
| 7D | -9.0% | +2.0% | -11.0% | -10.1% |
| 30D | -21.0% | -3.7% | -17.3% | -18.9% |
| 3M | -16.3% | -14.0% | -2.3% | -7.8% |
| 6M | -7.5% | +2.1% | -9.6% | -8.7% |
| YTD | +34.0% | +5.1% | +28.9% | +30.3% |
| 1Y | +39.3% | +10.9% | +28.3% | +30.9% |
| 3Y | +128.9% | +132.9% | -4.1% | +34.8% |
| 5Y | +76.1% | +200.1% | -124.0% | -11.8% |
| All | +1,395.4% | +759.6% | +635.8% | +412.5% |
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