+64.4%
PPL vs WAB
+305.5%
-241.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.7% |
| 7D | -1.2% | +4.0% | -5.2% | -2.4% |
| 30D | +4.2% | +4.5% | -0.2% | +2.8% |
| 3M | +1.5% | +2.3% | -0.8% | +0.6% |
| 6M | +1.0% | +12.5% | -11.4% | -2.8% |
| YTD | +4.4% | +40.2% | -35.8% | -6.0% |
| 1Y | +0.8% | +45.2% | -44.5% | -10.2% |
| 3Y | +56.5% | +171.8% | -115.3% | +13.0% |
| 5Y | +47.7% | +217.6% | -169.9% | 0.0% |
| 10Y | +64.4% | +285.3% | -220.9% | -8.2% |
| All | +64.4% | +305.5% | -241.0% | -8.2% |
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