+1,395.4%
ASML vs PM
+232.9%
+1,162.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.5% |
| 7D | -9.0% | -5.2% | -3.8% | -7.6% |
| 30D | -21.0% | +2.7% | -23.7% | -21.7% |
| 3M | -16.3% | +5.2% | -21.5% | -17.8% |
| 6M | -7.5% | +17.0% | -24.5% | -13.2% |
| YTD | +34.0% | +25.5% | +8.5% | +22.2% |
| 1Y | +39.3% | +35.5% | +3.8% | +23.3% |
| 3Y | +128.9% | +143.9% | -15.1% | +49.6% |
| 5Y | +76.1% | +161.8% | -85.8% | +9.8% |
| All | +1,395.4% | +232.9% | +1,162.5% | +706.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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