+108.6%
ASML vs PRU
+48.6%
+60.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.7% |
| 7D | +1.1% | +1.9% | -0.8% | 0.0% |
| 30D | +2.2% | +2.7% | -0.5% | +0.6% |
| 3M | -2.3% | +19.5% | -21.8% | -12.5% |
| 6M | +23.0% | +26.6% | -3.7% | +6.3% |
| YTD | +61.1% | +12.3% | +48.7% | +48.9% |
| 1Y | +129.1% | +18.0% | +111.1% | +104.5% |
| 3Y | +165.4% | +47.0% | +118.3% | +96.7% |
| All | +108.6% | +48.6% | +60.0% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling