+188.2%
ASML vs PGR
+71.2%
+117.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.8% | +2.2% |
| 7D | +6.0% | -2.6% | +8.5% | +5.1% |
| 30D | +1.4% | -0.2% | +1.6% | +1.6% |
| 3M | +1.0% | +7.4% | -6.3% | +4.0% |
| 6M | +37.0% | +2.1% | +34.8% | +40.3% |
| YTD | +65.8% | +0.5% | +65.3% | +69.7% |
| 1Y | +123.1% | -6.9% | +130.0% | +127.1% |
| 3Y | +188.2% | +73.2% | +115.0% | +202.2% |
| All | +188.2% | +71.2% | +117.0% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling