+164.9%
ASML vs PBR
+99.1%
+65.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.5% |
| 7D | +1.1% | +8.6% | -7.5% | -0.3% |
| 30D | +2.2% | +12.8% | -10.6% | +0.1% |
| 3M | -2.3% | +14.7% | -17.0% | -4.6% |
| 6M | +23.0% | +25.2% | -2.2% | +15.4% |
| YTD | +61.1% | +77.1% | -16.1% | +37.7% |
| 1Y | +129.1% | +69.6% | +59.5% | +97.3% |
| All | +164.9% | +99.1% | +65.8% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling