+1,708.0%
ASML vs PGR
+825.1%
+882.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -6.2% | +4.9% | -11.1% | -7.2% |
| 3M | -10.5% | +7.6% | -18.1% | -12.9% |
| 6M | +22.9% | +8.3% | +14.6% | +18.7% |
| YTD | +59.5% | +1.7% | +57.8% | +56.2% |
| 1Y | +112.6% | -6.8% | +119.4% | +112.9% |
| 3Y | +177.4% | +73.4% | +103.9% | +112.4% |
| 5Y | +107.3% | +161.2% | -54.0% | +27.3% |
| All | +1,708.0% | +825.1% | +882.9% | +700.6% |
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