+1,323.9%
ASML vs PR
+62.9%
+1,261.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.5% | -8.9% |
| 7D | -19.0% | -16.5% | -2.5% | -17.8% |
| 30D | -25.9% | -4.5% | -21.4% | -25.7% |
| 3M | -19.1% | +8.5% | -27.6% | -19.7% |
| 6M | -5.7% | -3.3% | -2.4% | -5.8% |
| YTD | +27.6% | +55.7% | -28.1% | +21.8% |
| 1Y | +30.8% | +82.0% | -51.3% | +23.0% |
| 3Y | +116.2% | +62.5% | +53.8% | +104.4% |
| 5Y | +67.7% | +223.9% | -156.2% | +48.4% |
| All | +1,323.9% | +62.9% | +1,261.0% | +1,246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling