+85,040.9%
ASML vs PEP
+1,574.4%
+83,466.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.3% | -5.2% |
| 7D | -10.0% | +7.4% | -17.4% | -13.0% |
| 30D | -19.4% | +13.3% | -32.8% | -24.2% |
| 3M | -12.5% | +3.5% | -16.0% | -14.4% |
| 6M | +8.2% | -5.9% | +14.1% | +9.0% |
| YTD | +40.7% | +2.3% | +38.5% | +35.6% |
| 1Y | +46.1% | +3.7% | +42.4% | +39.8% |
| 3Y | +138.5% | -4.8% | +143.3% | +129.4% |
| 5Y | +84.2% | +1.9% | +82.2% | +71.1% |
| 10Y | +1,505.1% | +83.5% | +1,421.7% | +1,021.0% |
| All | +85,040.9% | +1,574.4% | +83,466.5% | +25,700.4% |
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