+1,504.8%
ASML vs PSLV
+139.6%
+1,365.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.4% |
| 7D | -0.8% | +6.3% | -7.2% | -2.8% |
| 30D | -14.9% | -13.0% | -1.9% | -11.2% |
| 3M | -13.0% | -16.9% | +3.9% | -8.3% |
| 6M | -4.7% | -34.0% | +29.3% | +7.2% |
| YTD | +42.3% | -26.8% | +69.2% | +47.0% |
| 1Y | +49.7% | +7.7% | +42.1% | +34.1% |
| 3Y | +144.3% | +125.3% | +19.0% | +65.7% |
| 5Y | +86.4% | +103.8% | -17.4% | +27.6% |
| 10Y | +1,504.8% | +145.0% | +1,359.8% | +811.0% |
| All | +1,504.8% | +139.6% | +1,365.2% | +811.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling