+38.0%
ASML vs PBR
+49.1%
-11.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +4.9% |
| 7D | -9.0% | -16.0% | +6.9% | -10.1% |
| 30D | -21.0% | -22.8% | +1.8% | -22.4% |
| 3M | -16.3% | +3.0% | -19.3% | -15.1% |
| 6M | -7.5% | -8.1% | +0.6% | -7.7% |
| YTD | +34.0% | +63.1% | -29.2% | +31.4% |
| All | +38.0% | +49.1% | -11.1% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling