+5,293.9%
ASML vs PBR
+1,797.5%
+3,496.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | +1.1% | +8.6% | -7.5% | -1.3% |
| 30D | +2.2% | +12.8% | -10.6% | -1.5% |
| 3M | -2.3% | +14.7% | -17.0% | -6.4% |
| 6M | +23.0% | +25.2% | -2.2% | +13.5% |
| YTD | +61.1% | +77.1% | -16.1% | +34.3% |
| 1Y | +129.1% | +69.6% | +59.5% | +92.7% |
| 3Y | +165.4% | +95.6% | +69.8% | +110.2% |
| 5Y | +109.5% | +501.8% | -392.3% | +12.1% |
| 10Y | +1,645.7% | +640.6% | +1,005.2% | +630.5% |
| All | +5,293.9% | +1,797.5% | +3,496.4% | +748.2% |
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