+86.4%
ASML vs PSLV
+103.1%
-16.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.4% |
| 7D | -0.8% | +6.3% | -7.2% | -2.7% |
| 30D | -14.9% | -13.0% | -1.9% | -11.3% |
| 3M | -13.0% | -16.9% | +3.9% | -8.4% |
| 6M | -4.7% | -34.0% | +29.3% | +6.7% |
| YTD | +42.3% | -26.8% | +69.2% | +45.0% |
| 1Y | +49.7% | +7.7% | +42.1% | +30.9% |
| 3Y | +144.3% | +125.3% | +19.0% | +57.9% |
| 5Y | +86.4% | +103.8% | -17.4% | +10.3% |
| All | +86.4% | +103.1% | -16.7% | +10.3% |
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