+46.0%
ASML vs PG
+18.6%
+27.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | -2.9% | +4.1% | -6.9% | -1.0% |
| 30D | -15.2% | +12.3% | -27.5% | -10.7% |
| 3M | -12.9% | +15.9% | -28.8% | -7.2% |
| 6M | -5.0% | +16.8% | -21.9% | +1.7% |
| YTD | +41.8% | +21.1% | +20.7% | +62.8% |
| 1Y | +46.0% | +19.3% | +26.8% | +66.4% |
| All | +46.0% | +18.6% | +27.5% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling