+77,094.7%
ASML vs PSA
+7,122.7%
+69,972.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.1% |
| 7D | -19.0% | +7.4% | -26.4% | -21.6% |
| 30D | -25.9% | +19.1% | -45.1% | -31.5% |
| 3M | -19.1% | +5.1% | -24.1% | -21.2% |
| 6M | -5.7% | +16.2% | -21.9% | -12.7% |
| YTD | +27.6% | +35.2% | -7.6% | +10.4% |
| 1Y | +30.8% | +27.1% | +3.6% | +16.0% |
| 3Y | +116.2% | +51.7% | +64.5% | +72.5% |
| 5Y | +67.7% | +31.8% | +35.9% | +41.4% |
| 10Y | +1,355.3% | +148.0% | +1,207.4% | +779.1% |
| All | +77,094.7% | +7,122.7% | +69,972.0% | +14,042.2% |
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