+75.5%
ASML vs PFG
+91.4%
-15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.9% |
| 7D | -9.0% | -0.6% | -8.4% | -8.7% |
| 30D | -21.0% | +2.0% | -23.0% | -21.9% |
| 3M | -16.3% | -3.2% | -13.1% | -15.4% |
| 6M | -7.5% | +10.9% | -18.5% | -14.5% |
| YTD | +34.0% | +28.8% | +5.1% | +13.0% |
| 1Y | +39.3% | +39.2% | +0.1% | +11.9% |
| 3Y | +128.9% | +75.0% | +53.8% | +53.0% |
| All | +75.5% | +91.4% | -15.9% | +7.6% |
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