+164.9%
ASML vs PCG
-11.7%
+176.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +4.1% |
| 7D | +1.1% | -13.9% | +15.0% | +1.8% |
| 30D | +2.2% | -16.9% | +19.0% | +3.1% |
| 3M | -2.3% | -14.7% | +12.4% | -1.7% |
| 6M | +23.0% | -23.8% | +46.8% | +24.9% |
| YTD | +61.1% | -10.5% | +71.6% | +62.0% |
| 1Y | +129.1% | -5.1% | +134.2% | +129.0% |
| All | +164.9% | -11.7% | +176.7% | +160.1% |
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