-7.5%
ASML vs PBR
-8.6%
+1.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.0% |
| 7D | -9.0% | -16.0% | +6.9% | -9.6% |
| 30D | -21.0% | -22.8% | +1.8% | -21.9% |
| 3M | -16.3% | +3.0% | -19.3% | -15.3% |
| 6M | -7.5% | -8.1% | +0.6% | -11.3% |
| All | -7.5% | -8.6% | +1.1% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling