+1,696.4%
ASML vs PSLV
+189.7%
+1,506.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -0.8% |
| 7D | +2.5% | -4.9% | +7.4% | +4.0% |
| 30D | -6.2% | -1.9% | -4.3% | -5.9% |
| 3M | -2.6% | +4.2% | -6.8% | -4.2% |
| 6M | +22.4% | -27.6% | +50.0% | +33.3% |
| YTD | +58.5% | -11.7% | +70.2% | +54.7% |
| 1Y | +114.2% | +49.3% | +64.8% | +72.2% |
| 3Y | +175.5% | +167.1% | +8.4% | +77.7% |
| 5Y | +105.9% | +151.7% | -45.8% | +32.4% |
| All | +1,696.4% | +189.7% | +1,506.7% | +890.0% |
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