+1,504.8%
ASML vs PBR
+493.6%
+1,011.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.4% |
| 7D | -0.8% | -13.3% | +12.4% | +2.2% |
| 30D | -14.9% | -27.5% | +12.6% | -9.3% |
| 3M | -13.0% | +5.2% | -18.1% | -14.7% |
| 6M | -4.7% | -6.4% | +1.7% | -4.6% |
| YTD | +42.3% | +61.6% | -19.3% | +24.6% |
| 1Y | +49.7% | +48.9% | +0.8% | +33.5% |
| 3Y | +144.3% | +70.0% | +74.3% | +108.3% |
| 5Y | +86.4% | +469.0% | -382.6% | +14.0% |
| 10Y | +1,504.8% | +471.6% | +1,033.2% | +763.7% |
| All | +1,504.8% | +493.6% | +1,011.2% | +763.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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