+85,040.9%
ASML vs PCAR
+11,001.4%
+74,039.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -5.8% |
| 7D | -10.0% | +3.7% | -13.7% | -11.9% |
| 30D | -19.4% | -2.9% | -16.5% | -18.4% |
| 3M | -12.5% | -21.7% | +9.2% | -0.4% |
| 6M | +8.2% | -6.6% | +14.9% | +11.6% |
| YTD | +40.7% | -2.2% | +43.0% | +41.5% |
| 1Y | +46.1% | +12.2% | +33.9% | +35.6% |
| 3Y | +138.5% | +36.5% | +102.0% | +95.3% |
| 5Y | +84.2% | +113.5% | -29.4% | +17.8% |
| 10Y | +1,505.1% | +319.4% | +1,185.7% | +590.4% |
| All | +85,040.9% | +11,001.4% | +74,039.5% | +8,590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling