+93.0%
ASML vs PSX
+280.1%
-187.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -2.9% | -7.8% | +5.0% | -0.9% |
| 30D | -15.2% | -9.9% | -5.3% | -13.2% |
| 3M | -12.9% | +16.9% | -29.8% | -16.6% |
| 6M | -5.0% | +48.0% | -53.0% | -15.0% |
| YTD | +41.8% | +98.3% | -56.5% | +14.0% |
| 1Y | +46.0% | +86.2% | -40.1% | +19.7% |
| 3Y | +133.5% | +144.0% | -10.5% | +71.2% |
| 5Y | +93.0% | +287.7% | -194.7% | +25.1% |
| All | +93.0% | +280.1% | -187.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling