+1,395.4%
ASML vs PRU
+115.4%
+1,280.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +6.2% |
| 7D | -9.0% | +2.4% | -11.4% | -10.1% |
| 30D | -21.0% | +6.1% | -27.1% | -23.3% |
| 3M | -16.3% | -0.7% | -15.6% | -16.6% |
| 6M | -7.5% | +22.1% | -29.6% | -16.5% |
| YTD | +34.0% | +9.8% | +24.2% | +26.6% |
| 1Y | +39.3% | +19.4% | +19.9% | +26.6% |
| 3Y | +128.9% | +50.4% | +78.5% | +84.1% |
| 5Y | +76.1% | +37.2% | +38.9% | +47.4% |
| All | +1,395.4% | +115.4% | +1,280.0% | +1,037.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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