+2,065.6%
ASML vs PFGC
+419.1%
+1,646.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | +2.2% | -11.9% | +14.1% | +5.5% |
| 3M | -2.3% | +5.0% | -7.3% | -4.1% |
| 6M | +23.0% | +8.6% | +14.4% | +19.6% |
| YTD | +61.1% | +9.7% | +51.4% | +55.8% |
| 1Y | +129.1% | -6.3% | +135.4% | +130.2% |
| 3Y | +165.4% | +58.2% | +107.1% | +130.5% |
| 5Y | +109.5% | +110.4% | -1.0% | +68.2% |
| 10Y | +1,645.7% | +272.8% | +1,373.0% | +1,021.4% |
| All | +2,065.6% | +419.1% | +1,646.5% | +1,176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling