+75.5%
ASML vs PSLV
+97.7%
-22.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +5.1% | -14.1% | -10.5% |
| 30D | -21.0% | -13.3% | -7.6% | -17.5% |
| 3M | -16.3% | -16.5% | +0.2% | -12.0% |
| 6M | -7.5% | -32.8% | +25.2% | +3.0% |
| YTD | +34.0% | -28.8% | +62.8% | +37.6% |
| 1Y | +39.3% | +5.8% | +33.4% | +22.3% |
| 3Y | +128.9% | +114.8% | +14.1% | +50.3% |
| All | +75.5% | +97.7% | -22.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling