+1,395.4%
ASML vs PEG
+148.6%
+1,246.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -9.0% | -2.3% | -6.8% | -8.2% |
| 30D | -21.0% | +1.2% | -22.2% | -21.5% |
| 3M | -16.3% | -2.4% | -13.9% | -15.7% |
| 6M | -7.5% | -6.9% | -0.7% | -5.5% |
| YTD | +34.0% | -7.2% | +41.2% | +36.7% |
| 1Y | +39.3% | -8.9% | +48.1% | +43.1% |
| 3Y | +128.9% | +27.1% | +101.7% | +101.0% |
| 5Y | +76.1% | +33.8% | +42.3% | +50.3% |
| All | +1,395.4% | +148.6% | +1,246.8% | +909.0% |
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