+164.9%
ASML vs PCOR
-14.4%
+179.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.4% | +4.9% |
| 7D | +1.1% | -9.0% | +10.1% | +2.7% |
| 30D | +2.2% | +4.2% | -2.0% | +1.1% |
| 3M | -2.3% | +14.4% | -16.7% | -4.9% |
| 6M | +23.0% | +0.2% | +22.8% | +21.7% |
| YTD | +61.1% | -20.3% | +81.3% | +70.4% |
| 1Y | +129.1% | -16.1% | +145.2% | +135.9% |
| All | +164.9% | -14.4% | +179.3% | +161.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling