+128.9%
ASML vs PHM
+64.3%
+64.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.6% |
| 7D | -9.0% | +6.2% | -15.2% | -10.9% |
| 30D | -21.0% | +17.9% | -38.9% | -25.4% |
| 3M | -16.3% | +2.5% | -18.8% | -17.3% |
| 6M | -7.5% | +10.8% | -18.3% | -11.8% |
| YTD | +34.0% | +13.7% | +20.3% | +26.1% |
| 1Y | +39.3% | +12.4% | +26.9% | +31.5% |
| 3Y | +128.9% | +65.6% | +63.2% | +70.9% |
| All | +128.9% | +64.3% | +64.5% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling