+97,349.8%
ASML vs PG
+1,773.1%
+95,576.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | +1.9% | -0.7% | +0.3% |
| 30D | +2.2% | -0.2% | +2.4% | +2.2% |
| 3M | -2.3% | +4.8% | -7.1% | -5.2% |
| 6M | +23.0% | -6.1% | +29.1% | +25.2% |
| YTD | +61.1% | +4.5% | +56.6% | +56.0% |
| 1Y | +129.1% | -5.3% | +134.4% | +130.3% |
| 3Y | +165.4% | +2.6% | +162.8% | +150.8% |
| 5Y | +109.5% | +15.6% | +93.9% | +87.0% |
| 10Y | +1,645.7% | +118.0% | +1,527.7% | +1,044.5% |
| All | +97,349.8% | +1,773.1% | +95,576.7% | +35,022.4% |
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