+1,323.9%
ASML vs PPL
+62.9%
+1,261.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.6% |
| 7D | -19.0% | +1.0% | -20.1% | -19.3% |
| 30D | -25.9% | +6.8% | -32.8% | -27.6% |
| 3M | -19.1% | +3.9% | -22.9% | -20.2% |
| 6M | -5.7% | -2.0% | -3.7% | -5.7% |
| YTD | +27.6% | +5.3% | +22.3% | +24.2% |
| 1Y | +30.8% | +2.2% | +28.6% | +28.4% |
| 3Y | +116.2% | +56.7% | +59.5% | +75.9% |
| 5Y | +67.7% | +49.1% | +18.6% | +39.4% |
| All | +1,323.9% | +62.9% | +1,261.0% | +1,027.8% |
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