+121.2%
INTC vs PPL
+65.2%
+56.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.9% |
| 7D | +7.3% | -1.0% | +8.2% | +7.6% |
| 30D | -38.3% | +3.0% | -41.4% | -39.3% |
| 3M | -36.0% | +1.1% | -37.2% | -36.6% |
| 6M | -51.7% | -0.8% | -50.9% | -52.0% |
| YTD | +69.4% | +3.5% | +65.9% | +64.7% |
| 1Y | +65.0% | -0.9% | +65.9% | +63.3% |
| 3Y | +63.0% | +54.2% | +8.8% | +30.9% |
| 5Y | +33.4% | +46.3% | -12.9% | +9.4% |
| 10Y | +121.2% | +65.0% | +56.1% | +64.7% |
| All | +121.2% | +65.2% | +56.0% | +64.7% |
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