+1,395.4%
ASML vs PPL
+62.0%
+1,333.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.2% |
| 7D | -9.0% | +0.4% | -9.4% | -9.2% |
| 30D | -21.0% | +5.4% | -26.4% | -22.4% |
| 3M | -16.3% | +4.3% | -20.6% | -17.6% |
| 6M | -7.5% | -1.3% | -6.2% | -7.7% |
| YTD | +34.0% | +4.7% | +29.3% | +30.6% |
| 1Y | +39.3% | +1.3% | +38.0% | +37.1% |
| 3Y | +128.9% | +57.2% | +71.6% | +85.8% |
| 5Y | +76.1% | +48.2% | +27.8% | +46.6% |
| All | +1,395.4% | +62.0% | +1,333.4% | +1,086.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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