+67.7%
ASML vs PSX
+279.8%
-212.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.8% | -4.5% | -8.2% |
| 7D | -19.0% | -9.7% | -9.3% | -17.0% |
| 30D | -25.9% | -8.4% | -17.5% | -24.6% |
| 3M | -19.1% | +22.6% | -41.7% | -23.5% |
| 6M | -5.7% | +38.8% | -44.5% | -14.3% |
| YTD | +27.6% | +95.5% | -67.9% | +2.8% |
| 1Y | +30.8% | +87.1% | -56.3% | +6.7% |
| 3Y | +116.2% | +133.5% | -17.3% | +60.2% |
| 5Y | +67.7% | +280.9% | -213.2% | +7.5% |
| All | +67.7% | +279.8% | -212.1% | +7.5% |
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