+108.6%
ASML vs PEG
+35.8%
+72.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | -2.3% | -4.8% | +2.5% | -0.9% |
| 6M | +23.0% | -10.7% | +33.7% | +28.1% |
| YTD | +61.1% | -6.7% | +67.7% | +64.1% |
| 1Y | +129.1% | -6.8% | +136.0% | +132.8% |
| 3Y | +165.4% | +34.5% | +130.9% | +120.9% |
| All | +108.6% | +35.8% | +72.8% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling