+84.0%
ASML vs PNR
-2.0%
+86.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.4% |
| 7D | +10.4% | -2.3% | +12.7% | +11.9% |
| 30D | -12.7% | +29.3% | -42.0% | -26.2% |
| 3M | -17.2% | +4.1% | -21.3% | -20.1% |
| 6M | -1.3% | -8.6% | +7.3% | +1.3% |
| YTD | +40.8% | -33.6% | +74.4% | +79.4% |
| 1Y | +45.2% | -36.4% | +81.6% | +90.6% |
| 3Y | +131.8% | +15.1% | +116.7% | +87.2% |
| 5Y | +84.0% | -3.8% | +87.8% | +58.3% |
| All | +84.0% | -2.0% | +86.1% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling