+82.7%
ASML vs PEG
+43.5%
+39.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.7% |
| 7D | +4.9% | +4.5% | +0.4% | +3.1% |
| 30D | -9.3% | +7.5% | -16.8% | -12.0% |
| 3M | -19.0% | +0.8% | -19.8% | -19.4% |
| 6M | -5.2% | 0.0% | -5.2% | -5.9% |
| YTD | +40.6% | -3.0% | +43.7% | +41.0% |
| 1Y | +47.5% | -4.7% | +52.2% | +48.9% |
| 3Y | +133.9% | +36.5% | +97.4% | +92.4% |
| All | +82.7% | +43.5% | +39.2% | +48.7% |
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