+164.9%
ASML vs PPL
+57.3%
+107.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +2.7% | -1.6% | +1.7% |
| 30D | +2.2% | +0.5% | +1.7% | +2.3% |
| 3M | -2.3% | +0.7% | -3.0% | -2.1% |
| 6M | +23.0% | -7.6% | +30.6% | +21.5% |
| YTD | +61.1% | +1.8% | +59.2% | +61.9% |
| 1Y | +129.1% | -0.8% | +129.9% | +129.5% |
| All | +164.9% | +57.3% | +107.7% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling