+1,644.6%
ASML vs PEG
+140.6%
+1,504.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +2.2% | -2.4% | +4.6% | +3.1% |
| 3M | -2.3% | -4.8% | +2.5% | -0.8% |
| 6M | +23.0% | -10.7% | +33.7% | +28.0% |
| YTD | +61.1% | -6.7% | +67.7% | +64.3% |
| 1Y | +129.1% | -6.8% | +136.0% | +133.2% |
| 3Y | +165.4% | +34.5% | +130.9% | +127.7% |
| 5Y | +109.5% | +35.8% | +73.7% | +78.1% |
| All | +1,644.6% | +140.6% | +1,504.0% | +1,069.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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