+164.9%
ASML vs PNR
-11.9%
+176.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | -2.4% | +3.5% | +2.3% |
| 30D | +2.2% | -12.8% | +14.9% | +9.1% |
| 3M | -2.3% | -17.0% | +14.7% | +5.2% |
| 6M | +23.0% | -37.4% | +60.4% | +56.7% |
| YTD | +61.1% | -41.6% | +102.7% | +112.6% |
| 1Y | +129.1% | -44.6% | +173.7% | +212.2% |
| All | +164.9% | -11.9% | +176.9% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling