+108.6%
ASML vs PEP
+3.4%
+105.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +2.2% | +0.2% | +2.0% | +2.1% |
| 3M | -2.3% | -1.1% | -1.2% | -2.4% |
| 6M | +23.0% | -13.5% | +36.5% | +25.7% |
| YTD | +61.1% | -1.2% | +62.2% | +60.2% |
| 1Y | +129.1% | -1.6% | +130.7% | +127.5% |
| 3Y | +165.4% | -12.5% | +177.9% | +168.7% |
| All | +108.6% | +3.4% | +105.1% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling