+47.5%
ASML vs PEP
+5.0%
+42.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | +1.3% |
| 7D | +4.9% | +2.9% | +2.0% | +6.9% |
| 30D | -9.3% | +12.5% | -21.8% | -1.9% |
| 3M | -19.0% | +4.5% | -23.5% | -15.9% |
| 6M | -5.2% | -0.5% | -4.7% | -1.1% |
| YTD | +40.6% | +4.4% | +36.2% | +56.2% |
| 1Y | +47.5% | +4.4% | +43.1% | +63.8% |
| All | +47.5% | +5.0% | +42.5% | +63.8% |
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