+97,349.8%
ASML vs PGR
+13,021.2%
+84,328.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | +2.9% | -0.7% | +0.7% |
| 3M | -2.3% | +12.1% | -14.4% | -8.8% |
| 6M | +23.0% | +3.7% | +19.3% | +17.8% |
| YTD | +61.1% | +2.4% | +58.7% | +54.3% |
| 1Y | +129.1% | -6.4% | +135.5% | +126.2% |
| 3Y | +165.4% | +76.8% | +88.6% | +89.5% |
| 5Y | +109.5% | +154.3% | -44.9% | +22.4% |
| 10Y | +1,645.7% | +790.1% | +855.7% | +452.2% |
| All | +97,349.8% | +13,021.2% | +84,328.6% | +17,216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling