+117.9%
ASML vs PSA
+52.1%
+65.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.3% |
| 7D | -19.0% | +7.4% | -26.4% | -19.8% |
| 30D | -25.9% | +19.1% | -45.1% | -27.7% |
| 3M | -19.1% | +5.1% | -24.1% | -19.5% |
| 6M | -5.7% | +16.2% | -21.9% | -8.7% |
| YTD | +27.6% | +35.2% | -7.6% | +20.4% |
| 1Y | +30.8% | +27.1% | +3.6% | +24.5% |
| All | +117.9% | +52.1% | +65.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling