+108.6%
ASML vs PCAR
+168.1%
-59.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | -2.3% | +5.9% | -8.2% | -6.3% |
| 6M | +23.0% | +0.4% | +22.6% | +22.2% |
| YTD | +61.1% | +14.8% | +46.2% | +46.6% |
| 1Y | +129.1% | +30.1% | +99.0% | +90.9% |
| 3Y | +165.4% | +66.7% | +98.7% | +75.9% |
| All | +108.6% | +168.1% | -59.5% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling