+51.6%
INTC vs PPL
+55.3%
-3.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -44.5% | +4.3% | -48.8% | -44.7% |
| 3M | -40.4% | +2.9% | -43.3% | -40.5% |
| 6M | -53.5% | +1.1% | -54.6% | -53.5% |
| YTD | +57.5% | +4.5% | +53.1% | +55.9% |
| 1Y | +51.2% | +0.1% | +51.1% | +51.5% |
| 3Y | +51.6% | +55.7% | -4.1% | +30.4% |
| All | +51.6% | +55.3% | -3.7% | +30.4% |
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