+77,094.7%
ASML vs PEG
+2,054.6%
+75,040.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | -19.0% | -0.7% | -18.3% | -18.9% |
| 30D | -25.9% | +1.9% | -27.8% | -26.6% |
| 3M | -19.1% | -2.3% | -16.7% | -18.5% |
| 6M | -5.7% | -6.7% | +0.9% | -3.9% |
| YTD | +27.6% | -6.6% | +34.2% | +29.8% |
| 1Y | +30.8% | -5.3% | +36.1% | +32.2% |
| 3Y | +116.2% | +26.8% | +89.4% | +93.1% |
| 5Y | +67.7% | +34.7% | +33.0% | +45.6% |
| 10Y | +1,355.3% | +151.8% | +1,203.5% | +866.9% |
| All | +77,094.7% | +2,054.6% | +75,040.0% | +33,648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling