+129.1%
ASML vs PCOR
-14.7%
+143.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.4% | +3.7% |
| 7D | +1.1% | -9.0% | +10.1% | 0.0% |
| 30D | +2.2% | +4.2% | -2.0% | +2.8% |
| 3M | -2.3% | +14.4% | -16.7% | +1.7% |
| 6M | +23.0% | +0.2% | +22.8% | +27.6% |
| YTD | +61.1% | -20.3% | +81.3% | +73.0% |
| 1Y | +129.1% | -16.1% | +145.2% | +145.9% |
| All | +129.1% | -14.7% | +143.8% | +145.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling