+1,557.1%
ASML vs PWR
+1,844.4%
-287.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +4.9% | +11.3% | -6.4% | -1.0% |
| 30D | -9.3% | -8.9% | -0.4% | -5.3% |
| 3M | -19.0% | -10.5% | -8.5% | -14.9% |
| 6M | -5.2% | -22.2% | +17.0% | +6.8% |
| YTD | +40.6% | +42.7% | -2.1% | +13.2% |
| 1Y | +47.5% | +41.1% | +6.4% | +19.4% |
| 3Y | +133.9% | +242.7% | -108.9% | +14.6% |
| 5Y | +83.8% | +418.5% | -334.8% | -28.3% |
| All | +1,557.1% | +1,844.4% | -287.3% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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