+93.0%
ASML vs PCG
+10.8%
+82.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -15.2% | +0.8% | -16.0% | -15.3% |
| 3M | -12.9% | -22.0% | +9.1% | -8.4% |
| 6M | -5.0% | -17.1% | +12.1% | -2.4% |
| YTD | +41.8% | -16.9% | +58.7% | +45.4% |
| 1Y | +46.0% | -19.1% | +65.1% | +50.8% |
| 3Y | +133.5% | -19.4% | +152.9% | +131.3% |
| 5Y | +93.0% | +9.0% | +84.0% | +52.1% |
| All | +93.0% | +10.8% | +82.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling