+1,395.4%
ASML vs PFG
+195.7%
+1,199.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.8% |
| 7D | -9.0% | -0.6% | -8.4% | -8.8% |
| 30D | -21.0% | +2.0% | -23.0% | -21.8% |
| 3M | -16.3% | -3.2% | -13.1% | -15.5% |
| 6M | -7.5% | +10.9% | -18.5% | -13.1% |
| YTD | +34.0% | +28.8% | +5.1% | +17.1% |
| 1Y | +39.3% | +39.2% | +0.1% | +17.2% |
| 3Y | +128.9% | +75.0% | +53.8% | +70.0% |
| 5Y | +76.1% | +91.9% | -15.9% | +25.3% |
| All | +1,395.4% | +195.7% | +1,199.7% | +782.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling