+46.6%
ASML vs PSX
+89.2%
-42.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +6.7% |
| 7D | -0.8% | -8.0% | +7.2% | -2.6% |
| 30D | -14.9% | -9.0% | -5.8% | -16.4% |
| 3M | -13.0% | +24.7% | -37.7% | -7.4% |
| 6M | -4.7% | +49.3% | -54.0% | +7.5% |
| YTD | +42.3% | +100.2% | -57.9% | +57.5% |
| All | +46.6% | +89.2% | -42.7% | +64.2% |
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