+57.2%
PPL vs WAB
+157.8%
-100.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +5.4% | +0.4% | +5.0% | +5.3% |
| 3M | +4.3% | -3.8% | +8.1% | +4.6% |
| 6M | -1.3% | +5.1% | -6.4% | -2.1% |
| YTD | +4.7% | +33.3% | -28.6% | +1.3% |
| 1Y | +1.3% | +39.8% | -38.6% | -2.5% |
| 3Y | +57.2% | +161.1% | -103.8% | +31.0% |
| All | +57.2% | +157.8% | -100.6% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling