+85,040.9%
ASML vs PSA
+7,170.6%
+77,870.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.8% |
| 7D | -10.0% | +10.5% | -20.6% | -14.0% |
| 30D | -19.4% | +21.7% | -41.1% | -26.3% |
| 3M | -12.5% | +6.1% | -18.5% | -15.1% |
| 6M | +8.2% | +18.3% | -10.1% | -0.6% |
| YTD | +40.7% | +36.1% | +4.7% | +21.4% |
| 1Y | +46.1% | +29.3% | +16.8% | +28.6% |
| 3Y | +138.5% | +52.7% | +85.8% | +89.6% |
| 5Y | +84.2% | +28.8% | +55.4% | +56.8% |
| 10Y | +1,505.1% | +149.6% | +1,355.5% | +866.6% |
| All | +85,040.9% | +7,170.6% | +77,870.3% | +15,450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling