+1,120.3%
ASML vs PENG
+705.8%
+414.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.1% | +5.5% | -0.7% |
| 7D | -10.0% | -20.5% | +10.5% | -3.6% |
| 30D | -19.4% | -20.4% | +0.9% | -14.8% |
| 3M | -12.5% | -16.4% | +3.9% | -9.6% |
| 6M | +8.2% | +49.2% | -41.0% | -10.9% |
| YTD | +40.7% | +147.2% | -106.5% | -3.0% |
| 1Y | +46.1% | +124.7% | -78.5% | +3.4% |
| 3Y | +138.5% | +230.3% | -91.8% | +42.8% |
| 5Y | +84.2% | +71.4% | +12.8% | +24.0% |
| All | +1,120.3% | +705.8% | +414.4% | +505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling