+54.2%
PPL vs WAB
+291.6%
-237.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.5% |
| 30D | +0.5% | -4.4% | +4.9% | +1.6% |
| 3M | +0.7% | +7.9% | -7.2% | -1.7% |
| 6M | -7.6% | +8.7% | -16.3% | -10.3% |
| YTD | +1.8% | +33.0% | -31.2% | -6.6% |
| 1Y | -0.8% | +46.7% | -47.4% | -11.7% |
| 3Y | +56.9% | +153.0% | -96.1% | +16.2% |
| 5Y | +39.5% | +222.3% | -182.8% | -5.5% |
| All | +54.2% | +291.6% | -237.4% | -14.6% |
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