+39.3%
ASML vs PCG
-20.1%
+59.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.0% |
| 7D | -9.0% | -1.6% | -7.4% | -9.0% |
| 30D | -21.0% | +1.4% | -22.4% | -20.9% |
| 3M | -16.3% | -23.4% | +7.1% | -16.4% |
| 6M | -7.5% | -19.4% | +11.8% | -7.6% |
| YTD | +34.0% | -18.5% | +52.5% | +40.8% |
| 1Y | +39.3% | -19.5% | +58.8% | +49.8% |
| All | +39.3% | -20.1% | +59.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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