+164.9%
ASML vs PSX
+139.3%
+25.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | +4.5% | -3.4% | +0.2% |
| 30D | +2.2% | +26.6% | -24.4% | -2.5% |
| 3M | -2.3% | +39.3% | -41.6% | -8.8% |
| 6M | +23.0% | +56.8% | -33.8% | +10.1% |
| YTD | +61.1% | +101.8% | -40.8% | +31.4% |
| 1Y | +129.1% | +99.6% | +29.5% | +86.7% |
| All | +164.9% | +139.3% | +25.7% | +102.0% |
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