+39.3%
ASML vs PNR
-36.0%
+75.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +5.6% |
| 7D | -9.0% | +2.8% | -11.8% | -9.7% |
| 30D | -21.0% | +31.2% | -52.1% | -26.7% |
| 3M | -16.3% | -2.1% | -14.2% | -15.1% |
| 6M | -7.5% | -14.0% | +6.4% | -1.0% |
| YTD | +34.0% | -33.6% | +67.6% | +61.9% |
| 1Y | +39.3% | -35.2% | +74.5% | +70.3% |
| All | +39.3% | -36.0% | +75.3% | +70.3% |
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