+75.5%
ASML vs PFGC
+121.6%
-46.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.8% |
| 7D | -9.0% | +8.5% | -17.5% | -12.7% |
| 30D | -21.0% | +15.0% | -36.0% | -26.3% |
| 3M | -16.3% | -6.2% | -10.1% | -14.8% |
| 6M | -7.5% | +15.7% | -23.3% | -15.5% |
| YTD | +34.0% | +19.6% | +14.4% | +19.7% |
| 1Y | +39.3% | +13.2% | +26.1% | +27.3% |
| 3Y | +128.9% | +77.0% | +51.9% | +61.1% |
| All | +75.5% | +121.6% | -46.1% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling