+80,969.6%
ASML vs PG
+2,029.6%
+78,940.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | +2.4% | -11.4% | -10.0% |
| 30D | -21.0% | +12.6% | -33.6% | -25.2% |
| 3M | -16.3% | +13.3% | -29.6% | -21.1% |
| 6M | -7.5% | +13.4% | -20.9% | -13.7% |
| YTD | +34.0% | +18.8% | +15.2% | +22.2% |
| 1Y | +39.3% | +16.5% | +22.8% | +27.7% |
| 3Y | +128.9% | +18.6% | +110.2% | +102.3% |
| 5Y | +76.1% | +28.8% | +47.2% | +49.3% |
| 10Y | +1,428.4% | +155.0% | +1,273.4% | +832.5% |
| All | +80,969.6% | +2,029.6% | +78,940.0% | +27,416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling