+108.6%
ASML vs PFG
+110.8%
-2.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.0% |
| 7D | +1.1% | +5.5% | -4.4% | -2.1% |
| 30D | +2.2% | +2.4% | -0.2% | +0.5% |
| 3M | -2.3% | +13.6% | -15.9% | -10.2% |
| 6M | +23.0% | +27.9% | -4.9% | +5.6% |
| YTD | +61.1% | +35.6% | +25.5% | +33.0% |
| 1Y | +129.1% | +48.5% | +80.6% | +78.5% |
| 3Y | +165.4% | +66.9% | +98.5% | +86.5% |
| All | +108.6% | +110.8% | -2.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling