+67.7%
ASML vs PCAR
+108.5%
-40.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.8% | -8.3% |
| 7D | -19.0% | +2.2% | -21.2% | -20.2% |
| 30D | -25.9% | -4.4% | -21.5% | -24.0% |
| 3M | -19.1% | -21.4% | +2.4% | -5.9% |
| 6M | -5.7% | -7.3% | +1.6% | -2.0% |
| YTD | +27.6% | -3.8% | +31.4% | +29.2% |
| 1Y | +30.8% | +6.3% | +24.5% | +23.8% |
| 3Y | +116.2% | +34.4% | +81.9% | +63.3% |
| 5Y | +67.7% | +109.2% | -41.6% | -15.4% |
| All | +67.7% | +108.5% | -40.9% | -15.4% |
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