+75.5%
ASML vs PSA
+30.3%
+45.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.3% |
| 7D | -9.0% | +3.9% | -12.9% | -10.3% |
| 30D | -21.0% | +19.7% | -40.6% | -26.1% |
| 3M | -16.3% | +4.3% | -20.6% | -17.7% |
| 6M | -7.5% | +11.4% | -18.9% | -12.2% |
| YTD | +34.0% | +33.9% | 0.0% | +17.9% |
| 1Y | +39.3% | +28.3% | +11.0% | +24.5% |
| 3Y | +128.9% | +53.5% | +75.4% | +75.4% |
| All | +75.5% | +30.3% | +45.2% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling