+75.5%
ASML vs PH
+197.3%
-121.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +2.7% |
| 7D | -9.0% | +2.0% | -11.0% | -10.4% |
| 30D | -21.0% | -3.7% | -17.3% | -18.5% |
| 3M | -16.3% | -14.0% | -2.3% | -5.6% |
| 6M | -7.5% | +2.1% | -9.6% | -9.3% |
| YTD | +34.0% | +5.1% | +28.9% | +28.7% |
| 1Y | +39.3% | +10.9% | +28.3% | +28.0% |
| 3Y | +128.9% | +132.9% | -4.1% | +10.6% |
| All | +75.5% | +197.3% | -121.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling