+1,395.4%
ASML vs PHM
+700.3%
+695.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.8% |
| 7D | -9.0% | +6.2% | -15.2% | -11.5% |
| 30D | -21.0% | +17.9% | -38.9% | -26.6% |
| 3M | -16.3% | +2.5% | -18.8% | -18.0% |
| 6M | -7.5% | +10.8% | -18.3% | -12.8% |
| YTD | +34.0% | +13.7% | +20.3% | +24.6% |
| 1Y | +39.3% | +12.4% | +26.9% | +29.8% |
| 3Y | +128.9% | +65.6% | +63.2% | +74.8% |
| 5Y | +76.1% | +175.3% | -99.3% | +6.0% |
| All | +1,395.4% | +700.3% | +695.1% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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