+112.4%
ASML vs PGR
+155.8%
-43.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +2.8% | -2.7% | +5.5% | +2.6% |
| 30D | -0.2% | +0.7% | -1.0% | -0.1% |
| 3M | -2.6% | +7.7% | -10.3% | -2.7% |
| 6M | +27.9% | +4.3% | +23.5% | +27.9% |
| YTD | +62.4% | +0.7% | +61.7% | +62.9% |
| 1Y | +116.2% | -5.7% | +121.9% | +118.2% |
| 3Y | +182.4% | +73.7% | +108.7% | +144.1% |
| 5Y | +112.4% | +158.4% | -46.0% | +61.9% |
| All | +112.4% | +155.8% | -43.4% | +61.9% |
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