+1,615.5%
ASML vs PFGC
+477.3%
+1,138.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.3% |
| 3M | -19.1% | -2.1% | -17.0% | -19.2% |
| 6M | -5.7% | +25.9% | -31.6% | -12.4% |
| YTD | +27.6% | +22.0% | +5.6% | +19.3% |
| 1Y | +30.8% | +14.8% | +15.9% | +24.0% |
| 3Y | +116.2% | +80.8% | +35.4% | +80.5% |
| 5Y | +67.7% | +126.0% | -58.3% | +31.5% |
| 10Y | +1,355.3% | +363.8% | +991.6% | +779.5% |
| All | +1,615.5% | +477.3% | +1,138.2% | +877.4% |
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 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