+30.8%
ASML vs PR
+80.0%
-49.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.5% | -10.0% |
| 7D | -19.0% | -16.5% | -2.5% | -21.6% |
| 30D | -25.9% | -4.5% | -21.4% | -25.9% |
| 3M | -19.1% | +8.5% | -27.6% | -16.2% |
| 6M | -5.7% | -3.3% | -2.4% | -5.5% |
| YTD | +27.6% | +55.7% | -28.1% | +42.5% |
| 1Y | +30.8% | +82.0% | -51.3% | +48.1% |
| All | +30.8% | +80.0% | -49.2% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling