+109.3%
INTC vs PPL
+62.1%
+47.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -43.3% | +4.2% | -47.5% | -44.4% |
| 3M | -41.6% | +1.5% | -43.1% | -42.2% |
| 6M | -52.5% | +1.0% | -53.5% | -53.1% |
| YTD | +60.9% | +4.4% | +56.5% | +56.0% |
| 1Y | +55.7% | +0.8% | +55.0% | +53.1% |
| 3Y | +59.2% | +56.5% | +2.7% | +27.1% |
| 5Y | +25.0% | +47.7% | -22.6% | +2.2% |
| 10Y | +109.3% | +64.4% | +44.9% | +56.3% |
| All | +109.3% | +62.1% | +47.1% | +56.3% |
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