+1,395.4%
ASML vs PNR
+113.6%
+1,281.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +6.4% |
| 7D | -9.0% | +2.8% | -11.8% | -10.8% |
| 30D | -21.0% | +31.2% | -52.1% | -33.2% |
| 3M | -16.3% | -2.1% | -14.2% | -16.4% |
| 6M | -7.5% | -14.0% | +6.4% | -2.1% |
| YTD | +34.0% | -33.6% | +67.6% | +65.4% |
| 1Y | +39.3% | -35.2% | +74.5% | +74.3% |
| 3Y | +128.9% | +15.8% | +113.0% | +96.1% |
| 5Y | +76.1% | -1.8% | +77.9% | +61.6% |
| All | +1,395.4% | +113.6% | +1,281.8% | +843.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling