+82.7%
ASML vs PGR
+173.1%
-90.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +4.9% | +3.5% | +1.4% | +5.3% |
| 30D | -9.3% | +10.5% | -19.7% | -8.5% |
| 3M | -19.0% | +12.9% | -31.9% | -18.2% |
| 6M | -5.2% | +20.4% | -25.6% | -4.6% |
| YTD | +40.6% | +10.3% | +30.3% | +42.1% |
| 1Y | +47.5% | +12.5% | +35.0% | +48.8% |
| 3Y | +133.9% | +59.3% | +74.6% | +113.2% |
| All | +82.7% | +173.1% | -90.4% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling