+46.6%
ASML vs PPG
+33.3%
+13.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.2% |
| 7D | -0.8% | +0.3% | -1.2% | -0.9% |
| 30D | -14.9% | +20.5% | -35.4% | -21.8% |
| 3M | -13.0% | +5.3% | -18.3% | -14.9% |
| 6M | -4.7% | +15.8% | -20.5% | -12.6% |
| YTD | +42.3% | +24.6% | +17.7% | +24.7% |
| All | +46.6% | +33.3% | +13.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling