+129.1%
ASML vs PNR
-43.1%
+172.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | -2.4% | +3.5% | +1.9% |
| 30D | +2.2% | -12.8% | +14.9% | +7.0% |
| 3M | -2.3% | -17.0% | +14.7% | +2.8% |
| 6M | +23.0% | -37.4% | +60.4% | +51.2% |
| YTD | +61.1% | -41.6% | +102.7% | +104.9% |
| 1Y | +129.1% | -44.6% | +173.7% | +207.7% |
| All | +129.1% | -43.1% | +172.2% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling