+82.7%
ASML vs PPG
-15.7%
+98.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.5% |
| 30D | -9.3% | +17.6% | -26.8% | -18.8% |
| 3M | -19.0% | +7.5% | -26.4% | -23.2% |
| 6M | -5.2% | +17.6% | -22.8% | -16.5% |
| YTD | +40.6% | +22.6% | +18.0% | +19.0% |
| 1Y | +47.5% | +28.0% | +19.5% | +20.8% |
| 3Y | +133.9% | +1.8% | +132.1% | +118.6% |
| All | +82.7% | -15.7% | +98.3% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling