+1,813.9%
ASML vs PR
+169.5%
+1,644.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.3% |
| 7D | +1.1% | +2.9% | -1.8% | +0.8% |
| 30D | +2.2% | +18.0% | -15.9% | +0.7% |
| 3M | -2.3% | +16.9% | -19.2% | -3.7% |
| 6M | +23.0% | +28.2% | -5.2% | +19.8% |
| YTD | +61.1% | +69.3% | -8.3% | +52.9% |
| 1Y | +129.1% | +69.5% | +59.6% | +117.1% |
| 3Y | +165.4% | +81.7% | +83.7% | +148.5% |
| 5Y | +109.5% | +422.2% | -312.8% | +80.2% |
| 10Y | +1,645.7% | +110.4% | +1,535.4% | +1,521.9% |
| All | +1,813.9% | +169.5% | +1,644.5% | +1,606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling