+75.5%
ASML vs PTEN
+22.3%
+53.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | -25.5% | +16.5% | -4.0% |
| 30D | -21.0% | -11.7% | -9.3% | -19.3% |
| 3M | -16.3% | -0.5% | -15.8% | -16.8% |
| 6M | -7.5% | -12.9% | +5.3% | -6.3% |
| YTD | +34.0% | +67.1% | -33.1% | +15.9% |
| 1Y | +39.3% | +70.5% | -31.3% | +19.6% |
| 3Y | +128.9% | -10.4% | +139.3% | +115.4% |
| All | +75.5% | +22.3% | +53.1% | +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