+117.9%
ASML vs PFG
+75.1%
+42.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -7.9% |
| 7D | -19.0% | -0.7% | -18.3% | -18.7% |
| 30D | -25.9% | +2.8% | -28.8% | -26.7% |
| 3M | -19.1% | -1.0% | -18.0% | -19.0% |
| 6M | -5.7% | +13.6% | -19.3% | -12.2% |
| YTD | +27.6% | +31.1% | -3.5% | +10.5% |
| 1Y | +30.8% | +43.8% | -13.0% | +8.0% |
| All | +117.9% | +75.1% | +42.9% | +52.3% |
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