+1,644.6%
ASML vs PTC
+224.0%
+1,420.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +7.2% |
| 7D | +1.1% | -10.3% | +11.4% | +6.4% |
| 30D | +2.2% | +1.1% | +1.0% | +0.8% |
| 3M | -2.3% | +1.6% | -3.9% | -6.2% |
| 6M | +23.0% | -13.5% | +36.4% | +27.7% |
| YTD | +61.1% | -19.1% | +80.1% | +72.2% |
| 1Y | +129.1% | -33.9% | +163.0% | +174.2% |
| 3Y | +165.4% | -3.9% | +169.3% | +148.5% |
| 5Y | +109.5% | +6.0% | +103.4% | +83.6% |
| All | +1,644.6% | +224.0% | +1,420.6% | +765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling