+67.7%
ASML vs PCG
+14.4%
+53.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -9.0% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -25.9% | +5.8% | -31.8% | -26.9% |
| 3M | -19.1% | -22.8% | +3.7% | -14.7% |
| 6M | -5.7% | -18.4% | +12.7% | -2.7% |
| YTD | +27.6% | -16.9% | +44.4% | +30.8% |
| 1Y | +30.8% | -17.6% | +48.4% | +34.2% |
| 3Y | +116.2% | -20.0% | +136.2% | +115.1% |
| 5Y | +67.7% | +16.0% | +51.6% | +33.6% |
| All | +67.7% | +14.4% | +53.3% | +33.6% |
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