+128.9%
ASML vs PFGC
+77.4%
+51.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.5% |
| 7D | -9.0% | +8.5% | -17.5% | -11.3% |
| 30D | -21.0% | +15.0% | -36.0% | -24.5% |
| 3M | -16.3% | -6.2% | -10.1% | -14.7% |
| 6M | -7.5% | +15.7% | -23.3% | -13.7% |
| YTD | +34.0% | +19.6% | +14.4% | +22.8% |
| 1Y | +39.3% | +13.2% | +26.1% | +29.9% |
| 3Y | +128.9% | +77.0% | +51.9% | +70.4% |
| All | +128.9% | +77.4% | +51.5% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling