+5,409.7%
ASML vs PSLV
+117.0%
+5,292.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +2.2% | +7.3% | -5.1% | +0.5% |
| 3M | -2.3% | -7.4% | +5.1% | -1.0% |
| 6M | +23.0% | -20.3% | +43.3% | +28.0% |
| YTD | +61.1% | -8.2% | +69.3% | +59.0% |
| 1Y | +129.1% | +57.9% | +71.2% | +101.3% |
| 3Y | +165.4% | +162.1% | +3.3% | +109.5% |
| 5Y | +109.5% | +151.2% | -41.7% | +64.7% |
| 10Y | +1,645.7% | +191.7% | +1,454.1% | +1,211.9% |
| All | +5,409.7% | +117.0% | +5,292.7% | +4,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling