+4,483.6%
ASML vs PSLV
+68.4%
+4,415.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +5.1% | -14.1% | -10.1% |
| 30D | -21.0% | -13.3% | -7.6% | -18.5% |
| 3M | -16.3% | -16.5% | +0.2% | -13.2% |
| 6M | -7.5% | -32.8% | +25.2% | 0.0% |
| YTD | +34.0% | -28.8% | +62.8% | +39.5% |
| 1Y | +39.3% | +5.8% | +33.4% | +33.1% |
| 3Y | +128.9% | +114.8% | +14.1% | +88.7% |
| 5Y | +76.1% | +99.5% | -23.4% | +45.5% |
| 10Y | +1,428.4% | +138.2% | +1,290.2% | +1,106.5% |
| All | +4,483.6% | +68.4% | +4,415.2% | +3,677.3% |
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