+46.1%
ASML vs PEP
+2.4%
+43.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.3% | -1.2% |
| 7D | -10.0% | +7.4% | -17.4% | -5.6% |
| 30D | -19.4% | +13.3% | -32.8% | -12.6% |
| 3M | -12.5% | +3.5% | -16.0% | -9.8% |
| 6M | +8.2% | -5.9% | +14.1% | +11.0% |
| YTD | +40.7% | +2.3% | +38.5% | +54.3% |
| 1Y | +46.1% | +3.7% | +42.4% | +61.1% |
| All | +46.1% | +2.4% | +43.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling