+39.3%
ASML vs PSX
+85.2%
-45.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +4.9% |
| 7D | -9.0% | -13.1% | +4.1% | -11.6% |
| 30D | -21.0% | -9.5% | -11.4% | -22.3% |
| 3M | -16.3% | +20.2% | -36.5% | -11.6% |
| 6M | -7.5% | +44.9% | -52.4% | +3.7% |
| YTD | +34.0% | +94.4% | -60.4% | +47.3% |
| 1Y | +39.3% | +83.1% | -43.8% | +55.1% |
| All | +39.3% | +85.2% | -45.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling