+140.3%
ASML vs PPL
+55.7%
+84.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.0% | +1.8% | -11.8% | -9.6% |
| 30D | -19.4% | +8.4% | -27.8% | -17.7% |
| 3M | -12.5% | +2.4% | -14.9% | -11.9% |
| 6M | +8.2% | -4.0% | +12.2% | +7.7% |
| YTD | +40.7% | +4.5% | +36.3% | +42.7% |
| 1Y | +46.1% | +1.7% | +44.4% | +47.5% |
| All | +140.3% | +55.7% | +84.7% | +169.1% |
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