+67.9%
PPL vs WAB
+266.7%
-198.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | -0.4% | +5.1% | -5.4% | -1.7% |
| 30D | +2.6% | +4.0% | -1.4% | +1.3% |
| 3M | +0.8% | +0.1% | +0.7% | +0.4% |
| 6M | +1.4% | +12.8% | -11.4% | -2.5% |
| YTD | +4.3% | +40.1% | -35.8% | -6.1% |
| 1Y | +0.8% | +46.4% | -45.6% | -10.5% |
| 3Y | +57.9% | +167.4% | -109.5% | +14.4% |
| 5Y | +48.3% | +215.0% | -166.7% | +0.5% |
| All | +67.9% | +266.7% | -198.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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