+10,107.3%
ASML vs PFG
+978.4%
+9,128.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -7.9% |
| 7D | -19.0% | -0.7% | -18.3% | -18.8% |
| 30D | -25.9% | +2.8% | -28.8% | -26.8% |
| 3M | -19.1% | -1.0% | -18.0% | -19.1% |
| 6M | -5.7% | +13.6% | -19.3% | -11.2% |
| YTD | +27.6% | +31.1% | -3.5% | +13.6% |
| 1Y | +30.8% | +43.8% | -13.0% | +12.2% |
| 3Y | +116.2% | +75.0% | +41.2% | +70.2% |
| 5Y | +67.7% | +95.2% | -27.6% | +26.6% |
| 10Y | +1,355.3% | +207.5% | +1,147.8% | +766.2% |
| All | +10,107.3% | +978.4% | +9,128.9% | +2,190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling