+140.0%
ASML vs PNR
+17.6%
+122.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +2.5% | -3.7% | +6.3% | +4.4% |
| 30D | -12.2% | +33.1% | -45.3% | -23.6% |
| 3M | -14.6% | +3.7% | -18.3% | -16.2% |
| 6M | -1.7% | -7.7% | +6.0% | +0.8% |
| YTD | +44.3% | -32.4% | +76.7% | +77.0% |
| 1Y | +51.0% | -35.0% | +86.0% | +89.6% |
| All | +140.0% | +17.6% | +122.4% | +119.2% |
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