+1,767.1%
ASML vs PG
+115.0%
+1,652.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | +2.8% | -3.4% | +6.2% | +4.0% |
| 30D | -0.2% | -2.6% | +2.4% | +0.6% |
| 3M | -2.6% | -3.3% | +0.8% | -2.1% |
| 6M | +27.9% | -6.7% | +34.6% | +30.0% |
| YTD | +62.4% | +1.7% | +60.7% | +59.6% |
| 1Y | +116.2% | -7.9% | +124.1% | +119.8% |
| 3Y | +182.4% | +0.9% | +181.5% | +166.9% |
| 5Y | +112.4% | +12.6% | +99.8% | +88.6% |
| 10Y | +1,767.1% | +117.2% | +1,649.9% | +1,165.1% |
| All | +1,767.1% | +115.0% | +1,652.0% | +1,165.1% |
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