+117.9%
ASML vs PH
+128.8%
-10.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.4% | -7.8% |
| 7D | -19.0% | -3.9% | -15.1% | -16.5% |
| 30D | -25.9% | -9.4% | -16.5% | -20.2% |
| 3M | -19.1% | -10.3% | -8.7% | -12.4% |
| 6M | -5.7% | +2.7% | -8.4% | -7.7% |
| YTD | +27.6% | +2.1% | +25.4% | +25.6% |
| 1Y | +30.8% | +16.2% | +14.6% | +16.8% |
| All | +117.9% | +128.8% | -10.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling