+140.3%
ASML vs PENG
+228.7%
-88.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.1% | +5.5% | -0.3% |
| 7D | -10.0% | -20.5% | +10.5% | -2.7% |
| 30D | -19.4% | -20.4% | +0.9% | -14.3% |
| 3M | -12.5% | -16.4% | +3.9% | -9.5% |
| 6M | +8.2% | +49.2% | -41.0% | -15.9% |
| YTD | +40.7% | +147.2% | -106.5% | -12.5% |
| 1Y | +46.1% | +124.7% | -78.5% | -6.0% |
| All | +140.3% | +228.7% | -88.3% | +21.0% |
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