+1,761.8%
ASML vs PPG
+24.5%
+1,737.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +4.5% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +1.4% | -7.8% | +9.2% | +6.5% |
| 3M | +1.0% | -2.2% | +3.2% | +1.5% |
| 6M | +37.0% | +4.1% | +32.8% | +31.9% |
| YTD | +65.8% | +9.1% | +56.7% | +54.0% |
| 1Y | +123.1% | +1.0% | +122.2% | +116.2% |
| 3Y | +188.2% | -13.3% | +201.4% | +202.3% |
| 5Y | +115.6% | -19.2% | +134.8% | +132.4% |
| 10Y | +1,761.8% | +25.9% | +1,735.9% | +1,375.4% |
| All | +1,761.8% | +24.5% | +1,737.4% | +1,375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling