+84.2%
ASML vs PCOR
-21.0%
+105.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +19.7% | -23.3% | -9.1% |
| 7D | -10.0% | +21.8% | -31.9% | -15.7% |
| 30D | -19.4% | +39.5% | -59.0% | -27.6% |
| 3M | -12.5% | +35.2% | -47.7% | -21.5% |
| 6M | +8.2% | +21.7% | -13.5% | -1.2% |
| YTD | +40.7% | +3.9% | +36.8% | +33.6% |
| 1Y | +46.1% | +6.9% | +39.2% | +36.3% |
| 3Y | +138.5% | +44.8% | +93.7% | +85.0% |
| 5Y | +84.2% | -21.9% | +106.1% | +59.2% |
| All | +84.2% | -21.0% | +105.1% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling