+1,534.9%
ASML vs PG
+158.7%
+1,376.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | +4.1% | -6.9% | -4.0% |
| 30D | -15.2% | +12.3% | -27.5% | -18.4% |
| 3M | -12.9% | +15.9% | -28.8% | -17.2% |
| 6M | -5.0% | +16.8% | -21.9% | -10.6% |
| YTD | +41.8% | +21.1% | +20.7% | +31.4% |
| 1Y | +46.0% | +19.3% | +26.8% | +35.7% |
| 3Y | +133.5% | +20.6% | +112.9% | +107.8% |
| 5Y | +93.0% | +30.7% | +62.3% | +63.4% |
| 10Y | +1,534.9% | +166.7% | +1,368.2% | +936.1% |
| All | +1,534.9% | +158.7% | +1,376.2% | +936.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling