+108.6%
ASML vs PSA
+13.6%
+95.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | +1.1% | -3.7% | +4.8% | +2.4% |
| 30D | +2.2% | -7.7% | +9.9% | +5.2% |
| 3M | -2.3% | -0.6% | -1.7% | -3.1% |
| 6M | +23.0% | -0.9% | +23.9% | +22.0% |
| YTD | +61.1% | +18.7% | +42.4% | +48.6% |
| 1Y | +129.1% | +7.6% | +121.5% | +119.0% |
| 3Y | +165.4% | +23.7% | +141.7% | +126.4% |
| All | +108.6% | +13.6% | +95.0% | +80.0% |
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