+1,572.2%
ASML vs PR
+160.5%
+1,411.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -3.0% |
| 7D | -10.0% | -12.1% | +2.1% | -9.0% |
| 30D | -19.4% | +0.9% | -20.3% | -19.5% |
| 3M | -12.5% | +10.1% | -22.6% | -13.3% |
| 6M | +8.2% | +1.1% | +7.1% | +7.7% |
| YTD | +40.7% | +63.7% | -22.9% | +33.8% |
| 1Y | +46.1% | +87.0% | -40.9% | +37.2% |
| 3Y | +138.5% | +70.7% | +67.7% | +124.5% |
| 5Y | +84.2% | +246.8% | -162.6% | +62.2% |
| 10Y | +1,505.1% | +72.6% | +1,432.5% | +1,393.1% |
| All | +1,572.2% | +160.5% | +1,411.7% | +1,393.8% |
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