+133.9%
ASML vs PPG
+2.6%
+131.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.6% |
| 30D | -9.3% | +17.6% | -26.8% | -16.9% |
| 3M | -19.0% | +7.5% | -26.4% | -22.2% |
| 6M | -5.2% | +17.6% | -22.8% | -14.5% |
| YTD | +40.6% | +22.6% | +18.0% | +22.7% |
| 1Y | +47.5% | +28.0% | +19.5% | +25.4% |
| 3Y | +133.9% | +1.8% | +132.1% | +118.1% |
| All | +133.9% | +2.6% | +131.3% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling