+117.9%
ASML vs PFGC
+81.0%
+36.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.4% |
| 7D | -19.0% | +12.5% | -31.5% | -21.9% |
| 30D | -25.9% | +17.0% | -42.9% | -29.5% |
| 3M | -19.1% | -2.1% | -17.0% | -18.5% |
| 6M | -5.7% | +25.9% | -31.6% | -14.6% |
| YTD | +27.6% | +22.0% | +5.6% | +16.4% |
| 1Y | +30.8% | +14.8% | +15.9% | +21.7% |
| All | +117.9% | +81.0% | +36.9% | +61.5% |
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