+46.0%
ASML vs PFG
+44.5%
+1.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -2.9% | +3.0% | -5.8% | -3.0% |
| 30D | -15.2% | +8.2% | -23.4% | -15.5% |
| 3M | -12.9% | +2.7% | -15.6% | -13.1% |
| 6M | -5.0% | +17.2% | -22.3% | -10.1% |
| YTD | +41.8% | +34.8% | +7.1% | +26.2% |
| 1Y | +46.0% | +43.6% | +2.5% | +30.8% |
| All | +46.0% | +44.5% | +1.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling