+97,349.8%
ASML vs PEP
+1,518.1%
+95,831.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | +2.2% | +0.2% | +2.0% | +2.0% |
| 3M | -2.3% | -1.1% | -1.2% | -3.0% |
| 6M | +23.0% | -13.5% | +36.5% | +29.2% |
| YTD | +61.1% | -1.2% | +62.2% | +58.5% |
| 1Y | +129.1% | -1.6% | +130.7% | +124.6% |
| 3Y | +165.4% | -12.5% | +177.9% | +166.8% |
| 5Y | +109.5% | +3.0% | +106.4% | +94.4% |
| 10Y | +1,645.7% | +73.9% | +1,571.8% | +1,156.7% |
| All | +97,349.8% | +1,518.1% | +95,831.7% | +30,064.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling