+46.1%
ASML vs PFGC
+12.5%
+33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +13.5% | -17.1% | -4.3% |
| 7D | -10.0% | +13.9% | -23.9% | -10.8% |
| 30D | -19.4% | +18.4% | -37.8% | -20.8% |
| 3M | -12.5% | -2.5% | -10.0% | -11.2% |
| 6M | +8.2% | +26.0% | -17.8% | +0.6% |
| YTD | +40.7% | +21.9% | +18.9% | +34.8% |
| 1Y | +46.1% | +13.4% | +32.8% | +35.4% |
| All | +46.1% | +12.5% | +33.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling