+1,650.6%
PPL vs WAB
+4,408.2%
-2,757.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | +3.1% | -4.1% | -1.6% |
| 30D | +3.0% | +6.4% | -3.4% | +1.8% |
| 3M | +1.1% | +2.2% | -1.0% | +0.5% |
| 6M | -0.8% | +13.7% | -14.5% | -3.4% |
| YTD | +3.5% | +43.0% | -39.5% | -3.5% |
| 1Y | -0.9% | +47.0% | -47.9% | -8.1% |
| 3Y | +54.2% | +174.4% | -120.2% | +26.5% |
| 5Y | +46.3% | +222.2% | -175.9% | +15.7% |
| 10Y | +65.0% | +276.9% | -211.8% | +21.7% |
| All | +1,650.6% | +4,408.2% | -2,757.6% | +799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling