+140.3%
ASML vs PCOR
+44.3%
+96.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +19.7% | -23.3% | -6.3% |
| 7D | -10.0% | +21.8% | -31.9% | -12.8% |
| 30D | -19.4% | +39.5% | -59.0% | -23.7% |
| 3M | -12.5% | +35.2% | -47.7% | -17.2% |
| 6M | +8.2% | +21.7% | -13.5% | +5.2% |
| YTD | +40.7% | +3.9% | +36.8% | +43.4% |
| 1Y | +46.1% | +6.9% | +39.2% | +46.4% |
| All | +140.3% | +44.3% | +96.0% | +105.1% |
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