+1,792.1%
ASML vs PFGC
+476.7%
+1,315.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +13.5% | -17.1% | -7.1% |
| 7D | -10.0% | +13.9% | -23.9% | -13.4% |
| 30D | -19.4% | +18.4% | -37.8% | -23.4% |
| 3M | -12.5% | -2.5% | -10.0% | -12.5% |
| 6M | +8.2% | +26.0% | -17.8% | +0.6% |
| YTD | +40.7% | +21.9% | +18.9% | +31.6% |
| 1Y | +46.1% | +13.4% | +32.8% | +39.0% |
| 3Y | +138.5% | +80.7% | +57.8% | +99.1% |
| 5Y | +84.2% | +136.8% | -52.6% | +42.9% |
| 10Y | +1,505.1% | +363.3% | +1,141.8% | +870.3% |
| All | +1,792.1% | +476.7% | +1,315.4% | +978.3% |
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