-7.5%
ASML vs PG
+14.6%
-22.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +4.1% |
| 7D | -9.0% | +2.4% | -11.4% | -6.9% |
| 30D | -21.0% | +12.6% | -33.6% | -11.7% |
| 3M | -16.3% | +13.3% | -29.6% | -6.1% |
| 6M | -7.5% | +13.4% | -20.9% | +8.6% |
| All | -7.5% | +14.6% | -22.1% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling