+182.5%
ASML vs PG
+0.7%
+181.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.5% |
| 7D | +2.8% | -3.4% | +6.2% | +1.8% |
| 30D | -0.2% | -2.6% | +2.4% | -0.9% |
| 3M | -2.6% | -3.3% | +0.8% | -3.2% |
| 6M | +27.9% | -6.7% | +34.6% | +25.7% |
| YTD | +62.4% | +1.7% | +60.7% | +64.3% |
| 1Y | +116.2% | -7.9% | +124.1% | +114.7% |
| All | +182.5% | +0.7% | +181.8% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling