+77,094.7%
ASML vs PEP
+1,577.8%
+75,516.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -19.0% | +6.7% | -25.7% | -21.5% |
| 30D | -25.9% | +13.5% | -39.5% | -30.3% |
| 3M | -19.1% | +3.9% | -23.0% | -21.0% |
| 6M | -5.7% | -6.0% | +0.3% | -5.0% |
| YTD | +27.6% | +2.5% | +25.1% | +22.8% |
| 1Y | +30.8% | +3.9% | +26.8% | +24.9% |
| 3Y | +116.2% | -4.7% | +120.9% | +107.8% |
| 5Y | +67.7% | +1.1% | +66.6% | +56.4% |
| 10Y | +1,355.3% | +83.8% | +1,271.5% | +915.4% |
| All | +77,094.7% | +1,577.8% | +75,516.9% | +23,270.0% |
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