+97,349.8%
ASML vs PPG
+1,268.7%
+96,081.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.1% |
| 7D | +1.1% | -1.5% | +2.6% | +2.1% |
| 30D | +2.2% | -5.0% | +7.1% | +5.5% |
| 3M | -2.3% | +1.1% | -3.4% | -4.0% |
| 6M | +23.0% | -3.2% | +26.1% | +24.2% |
| YTD | +61.1% | +11.9% | +49.2% | +47.0% |
| 1Y | +129.1% | +5.3% | +123.8% | +115.9% |
| 3Y | +165.4% | -15.0% | +180.4% | +183.2% |
| 5Y | +109.5% | -19.6% | +129.1% | +130.0% |
| 10Y | +1,645.7% | +27.0% | +1,618.7% | +1,232.2% |
| All | +97,349.8% | +1,268.7% | +96,081.1% | +17,016.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling