+164.9%
ASML vs PCAR
+66.6%
+98.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.4% |
| 30D | +2.2% | -6.2% | +8.4% | +6.1% |
| 3M | -2.3% | +5.9% | -8.2% | -5.9% |
| 6M | +23.0% | +0.4% | +22.6% | +22.0% |
| YTD | +61.1% | +14.8% | +46.2% | +48.2% |
| 1Y | +129.1% | +30.1% | +99.0% | +95.8% |
| All | +164.9% | +66.6% | +98.4% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling