+8.2%
ASML vs PR
+2.9%
+5.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -4.2% |
| 7D | -10.0% | -12.1% | +2.1% | -11.2% |
| 30D | -19.4% | +0.9% | -20.3% | -18.7% |
| 3M | -12.5% | +10.1% | -22.6% | -10.5% |
| 6M | +8.2% | +1.1% | +7.1% | +7.4% |
| All | +8.2% | +2.9% | +5.3% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling