+177.0%
ASML vs PCOR
-30.9%
+208.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.4% | +5.4% |
| 7D | +1.1% | -9.0% | +10.1% | +3.9% |
| 30D | +2.2% | +4.2% | -2.0% | +0.4% |
| 3M | -2.3% | +14.4% | -16.7% | -7.7% |
| 6M | +23.0% | +0.2% | +22.8% | +18.7% |
| YTD | +61.1% | -20.3% | +81.3% | +67.1% |
| 1Y | +129.1% | -16.1% | +145.2% | +130.8% |
| 3Y | +165.4% | -14.7% | +180.1% | +151.9% |
| 5Y | +109.5% | -43.2% | +152.6% | +96.5% |
| All | +177.0% | -30.9% | +208.0% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling