+67.7%
ASML vs PENG
+31.0%
+36.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -23.0% | +13.7% | -0.6% |
| 7D | -19.0% | -36.7% | +17.7% | -4.9% |
| 30D | -25.9% | -42.0% | +16.1% | -11.4% |
| 3M | -19.1% | -33.2% | +14.1% | -9.4% |
| 6M | -5.7% | +2.1% | -7.8% | -15.9% |
| YTD | +27.6% | +90.3% | -62.7% | -13.6% |
| 1Y | +30.8% | +67.7% | -36.9% | -7.2% |
| 3Y | +116.2% | +154.2% | -38.0% | +18.6% |
| 5Y | +67.7% | +28.3% | +39.4% | +2.2% |
| All | +67.7% | +31.0% | +36.7% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling