+1,644.6%
ASML vs PPL
+54.8%
+1,589.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +2.7% | -1.6% | +0.3% |
| 30D | +2.2% | +0.5% | +1.7% | +2.0% |
| 3M | -2.3% | +0.7% | -3.0% | -2.9% |
| 6M | +23.0% | -7.6% | +30.6% | +25.4% |
| YTD | +61.1% | +1.8% | +59.2% | +58.7% |
| 1Y | +129.1% | -0.8% | +129.9% | +127.0% |
| 3Y | +165.4% | +56.9% | +108.5% | +115.0% |
| 5Y | +109.5% | +39.5% | +69.9% | +78.3% |
| All | +1,644.6% | +54.8% | +1,589.8% | +1,299.5% |
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