+1,582.8%
ASML vs PGR
+837.1%
+745.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.5% | -0.5% | +3.1% | +2.6% |
| 30D | -12.2% | +6.0% | -18.2% | -13.3% |
| 3M | -14.6% | +10.0% | -24.6% | -16.5% |
| 6M | -1.7% | +18.7% | -20.5% | -6.9% |
| YTD | +44.3% | +9.2% | +35.1% | +39.1% |
| 1Y | +51.0% | +13.1% | +37.9% | +43.9% |
| 3Y | +137.6% | +59.2% | +78.3% | +90.9% |
| 5Y | +92.7% | +172.1% | -79.4% | +17.6% |
| 10Y | +1,582.8% | +828.6% | +754.2% | +618.0% |
| All | +1,582.8% | +837.1% | +745.7% | +618.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling