+80,969.6%
ASML vs PPG
+1,388.5%
+79,581.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.5% |
| 7D | -9.0% | +2.4% | -11.4% | -10.8% |
| 30D | -21.0% | +16.5% | -37.4% | -29.0% |
| 3M | -16.3% | +5.1% | -21.4% | -19.7% |
| 6M | -7.5% | +11.1% | -18.7% | -15.2% |
| YTD | +34.0% | +21.7% | +12.3% | +14.8% |
| 1Y | +39.3% | +32.0% | +7.3% | +12.8% |
| 3Y | +128.9% | +2.8% | +126.1% | +114.1% |
| 5Y | +76.1% | -16.5% | +92.6% | +87.5% |
| 10Y | +1,428.4% | +59.3% | +1,369.0% | +898.6% |
| All | +80,969.6% | +1,388.5% | +79,581.1% | +13,270.0% |
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 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