+82.7%
ASML vs PTEN
+49.0%
+33.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | +4.9% | +10.6% | -5.6% | +2.9% |
| 30D | -9.3% | -4.9% | -4.3% | -8.6% |
| 3M | -19.0% | +1.4% | -20.4% | -19.6% |
| 6M | -5.2% | -7.0% | +1.8% | -5.1% |
| YTD | +40.6% | +84.8% | -44.2% | +19.3% |
| 1Y | +47.5% | +95.7% | -48.2% | +23.4% |
| 3Y | +133.9% | +2.0% | +131.9% | +114.8% |
| All | +82.7% | +49.0% | +33.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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