+253.8%
INTC vs PPL
+55.2%
+198.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.1% | +9.1% | +9.1% |
| 7D | +17.4% | +1.8% | +15.7% | +16.6% |
| 30D | +2.8% | -1.1% | +3.8% | +3.2% |
| 3M | -5.3% | 0.0% | -5.3% | -5.7% |
| 6M | +140.6% | -7.6% | +148.2% | +146.8% |
| YTD | +183.1% | +1.7% | +181.4% | +178.4% |
| 1Y | +326.8% | +1.5% | +325.2% | +318.5% |
| 3Y | +179.4% | +55.3% | +124.2% | +124.1% |
| 5Y | +111.7% | +37.7% | +74.0% | +78.7% |
| 10Y | +253.8% | +54.0% | +199.8% | +177.3% |
| All | +253.8% | +55.2% | +198.6% | +177.3% |
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