-8.8%
ASML vs PSLV
-39.2%
+30.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +5.1% | -14.1% | -11.1% |
| 30D | -21.0% | -13.3% | -7.6% | -15.8% |
| 3M | -16.3% | -16.5% | +0.2% | -10.5% |
| All | -8.8% | -39.2% | +30.5% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling