+117.9%
ASML vs PCG
-20.0%
+137.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -9.3% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -25.9% | +5.8% | -31.8% | -26.1% |
| 3M | -19.1% | -22.8% | +3.7% | -18.0% |
| 6M | -5.7% | -18.4% | +12.7% | -5.0% |
| YTD | +27.6% | -16.9% | +44.4% | +28.9% |
| 1Y | +30.8% | -17.6% | +48.4% | +32.3% |
| All | +117.9% | -20.0% | +137.9% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling