+85,040.9%
ASML vs PH
+11,516.0%
+73,524.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -1.3% |
| 7D | -10.0% | -0.2% | -9.8% | -9.9% |
| 30D | -19.4% | -6.7% | -12.7% | -15.9% |
| 3M | -12.5% | -8.1% | -4.4% | -8.0% |
| 6M | +8.2% | +5.3% | +2.9% | +4.8% |
| YTD | +40.7% | +4.2% | +36.5% | +37.5% |
| 1Y | +46.1% | +19.3% | +26.8% | +30.7% |
| 3Y | +138.5% | +133.9% | +4.6% | +39.9% |
| 5Y | +84.2% | +197.7% | -113.5% | -6.7% |
| 10Y | +1,505.1% | +776.5% | +728.6% | +282.0% |
| All | +85,040.9% | +11,516.0% | +73,524.9% | +5,608.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling