+1,670.8%
ASML vs PNR
+65.3%
+1,605.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | -2.4% | +3.5% | +2.5% |
| 30D | +2.2% | -12.8% | +14.9% | +10.4% |
| 3M | -2.3% | -17.0% | +14.7% | +6.4% |
| 6M | +23.0% | -37.4% | +60.4% | +59.4% |
| YTD | +61.1% | -41.6% | +102.7% | +116.5% |
| 1Y | +129.1% | -44.6% | +173.7% | +217.8% |
| 3Y | +165.4% | -12.1% | +177.5% | +171.3% |
| 5Y | +109.5% | -17.4% | +126.9% | +114.5% |
| All | +1,670.8% | +65.3% | +1,605.6% | +1,112.8% |
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