+133.5%
ASML vs PFG
+86.4%
+47.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.9% | +3.0% | -5.8% | -3.9% |
| 30D | -15.2% | +8.2% | -23.4% | -17.6% |
| 3M | -12.9% | +2.7% | -15.6% | -14.1% |
| 6M | -5.0% | +17.2% | -22.3% | -12.6% |
| YTD | +41.8% | +34.8% | +7.1% | +21.5% |
| 1Y | +46.0% | +43.6% | +2.5% | +21.2% |
| 3Y | +133.5% | +85.4% | +48.0% | +59.8% |
| All | +133.5% | +86.4% | +47.0% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling