+4,387.3%
ASML vs PBR
+1,647.6%
+2,739.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.4% |
| 7D | -9.0% | -16.0% | +6.9% | -4.5% |
| 30D | -21.0% | -22.8% | +1.8% | -15.5% |
| 3M | -16.3% | +3.0% | -19.3% | -18.0% |
| 6M | -7.5% | -8.1% | +0.6% | -6.9% |
| YTD | +34.0% | +63.1% | -29.2% | +13.3% |
| 1Y | +39.3% | +59.3% | -20.0% | +18.3% |
| 3Y | +128.9% | +66.1% | +62.7% | +88.6% |
| 5Y | +76.1% | +495.8% | -419.7% | -5.6% |
| 10Y | +1,428.4% | +514.7% | +913.7% | +574.2% |
| All | +4,387.3% | +1,647.6% | +2,739.7% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling