+1,559.3%
ASML vs PPG
+53.6%
+1,505.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.1% |
| 7D | +10.4% | -0.2% | +10.5% | +10.5% |
| 30D | -12.7% | +17.7% | -30.5% | -21.6% |
| 3M | -17.2% | +7.4% | -24.6% | -21.3% |
| 6M | -1.3% | +16.4% | -17.7% | -11.8% |
| YTD | +40.8% | +22.4% | +18.4% | +21.0% |
| 1Y | +45.2% | +28.6% | +16.6% | +20.5% |
| 3Y | +131.8% | +2.0% | +129.8% | +118.4% |
| 5Y | +84.0% | -15.6% | +99.6% | +91.6% |
| All | +1,559.3% | +53.6% | +1,505.6% | +1,089.9% |
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