+12,785.6%
ASML vs PFG
+1,015.3%
+11,770.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.8% |
| 7D | +1.1% | +5.5% | -4.4% | -1.2% |
| 30D | +2.2% | +2.4% | -0.2% | +1.0% |
| 3M | -2.3% | +13.6% | -15.9% | -7.8% |
| 6M | +23.0% | +27.9% | -4.9% | +11.0% |
| YTD | +61.1% | +35.6% | +25.5% | +41.8% |
| 1Y | +129.1% | +48.5% | +80.6% | +94.2% |
| 3Y | +165.4% | +66.9% | +98.5% | +113.1% |
| 5Y | +109.5% | +111.0% | -1.5% | +53.5% |
| 10Y | +1,645.7% | +244.5% | +1,401.2% | +897.7% |
| All | +12,785.6% | +1,015.3% | +11,770.4% | +2,759.3% |
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 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