+1,395.4%
ASML vs PWR
+1,832.8%
-437.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.3% | -1.2% | +1.7% |
| 7D | -9.0% | -12.9% | +3.8% | -2.5% |
| 30D | -21.0% | -22.8% | +1.9% | -9.7% |
| 3M | -16.3% | -19.0% | +2.7% | -7.2% |
| 6M | -7.5% | -31.1% | +23.6% | +11.1% |
| YTD | +34.0% | +28.2% | +5.8% | +14.5% |
| 1Y | +39.3% | +22.2% | +17.1% | +22.0% |
| 3Y | +128.9% | +222.1% | -93.3% | +16.8% |
| 5Y | +76.1% | +364.1% | -288.0% | -26.5% |
| All | +1,395.4% | +1,832.8% | -437.4% | +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