+117.9%
ASML vs PENG
+153.0%
-35.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -23.0% | +13.7% | -0.9% |
| 7D | -19.0% | -36.7% | +17.7% | -5.4% |
| 30D | -25.9% | -42.0% | +16.1% | -12.0% |
| 3M | -19.1% | -33.2% | +14.1% | -9.8% |
| 6M | -5.7% | +2.1% | -7.8% | -15.9% |
| YTD | +27.6% | +90.3% | -62.7% | -13.3% |
| 1Y | +30.8% | +67.7% | -36.9% | -6.8% |
| All | +117.9% | +153.0% | -35.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling