+97,349.8%
ASML vs PNR
+1,460.4%
+95,889.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | -2.3% | -17.0% | +14.7% | +5.4% |
| 6M | +23.0% | -37.4% | +60.4% | +53.7% |
| YTD | +61.1% | -41.6% | +102.7% | +107.7% |
| 1Y | +129.1% | -44.6% | +173.7% | +203.5% |
| 3Y | +165.4% | -12.1% | +177.5% | +173.7% |
| 5Y | +109.5% | -17.4% | +126.9% | +122.3% |
| 10Y | +1,645.7% | +64.0% | +1,581.7% | +1,159.1% |
| All | +97,349.8% | +1,460.4% | +95,889.4% | +30,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling