+144.3%
ASML vs PSX
+149.8%
-5.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.6% |
| 7D | -0.8% | -8.0% | +7.2% | +0.8% |
| 30D | -14.9% | -9.0% | -5.8% | -13.5% |
| 3M | -13.0% | +24.7% | -37.7% | -17.3% |
| 6M | -4.7% | +49.3% | -54.0% | -13.6% |
| YTD | +42.3% | +100.2% | -57.9% | +14.3% |
| 1Y | +49.7% | +88.8% | -39.1% | +22.6% |
| 3Y | +144.3% | +152.5% | -8.2% | +74.7% |
| All | +144.3% | +149.8% | -5.5% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling