+39.3%
ASML vs PCAR
+3.7%
+35.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +6.2% |
| 7D | -9.0% | +0.1% | -9.1% | -9.2% |
| 30D | -21.0% | -4.6% | -16.4% | -19.2% |
| 3M | -16.3% | -22.6% | +6.3% | -3.1% |
| 6M | -7.5% | -12.0% | +4.4% | -2.4% |
| YTD | +34.0% | -6.1% | +40.1% | +40.3% |
| 1Y | +39.3% | +6.3% | +33.0% | +49.3% |
| All | +39.3% | +3.7% | +35.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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