+119.5%
ASML vs PCOR
-10.0%
+129.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | +23.7% | -42.7% | -24.3% |
| 30D | -25.9% | +39.0% | -64.9% | -33.1% |
| 3M | -19.1% | +35.8% | -54.8% | -27.2% |
| 6M | -5.7% | +38.2% | -44.0% | -17.0% |
| YTD | +27.6% | +3.9% | +23.7% | +21.2% |
| 1Y | +30.8% | +5.7% | +25.1% | +22.7% |
| 3Y | +116.2% | +44.8% | +71.5% | +70.9% |
| 5Y | +67.7% | -19.8% | +87.4% | +43.6% |
| All | +119.5% | -10.0% | +129.5% | +89.7% |
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