+1,761.8%
ASML vs PBR
+632.3%
+1,129.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.2% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | +1.4% | +19.4% | -18.0% | -2.6% |
| 3M | +1.0% | +20.8% | -19.8% | -3.4% |
| 6M | +37.0% | +23.5% | +13.5% | +29.2% |
| YTD | +65.8% | +83.4% | -17.6% | +42.4% |
| 1Y | +123.1% | +77.6% | +45.6% | +92.6% |
| 3Y | +188.2% | +99.9% | +88.3% | +138.6% |
| 5Y | +115.6% | +567.7% | -452.1% | +27.6% |
| 10Y | +1,761.8% | +621.5% | +1,140.3% | +868.0% |
| All | +1,761.8% | +632.3% | +1,129.5% | +868.0% |
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