+133.9%
ASML vs PNR
+15.8%
+118.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -9.3% | +31.7% | -41.0% | -20.6% |
| 3M | -19.0% | +2.6% | -21.6% | -20.2% |
| 6M | -5.2% | -6.4% | +1.2% | -3.8% |
| YTD | +40.6% | -33.4% | +74.0% | +73.7% |
| 1Y | +47.5% | -35.1% | +82.6% | +84.8% |
| 3Y | +133.9% | +17.1% | +116.8% | +115.0% |
| All | +133.9% | +15.8% | +118.0% | +115.0% |
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