+1,681.2%
PPL vs WAB
+4,027.3%
-2,346.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.8% |
| 7D | +1.0% | -2.5% | +3.5% | +1.4% |
| 30D | +6.8% | -4.4% | +11.2% | +7.5% |
| 3M | +3.9% | -5.9% | +9.8% | +4.8% |
| 6M | -2.0% | +5.9% | -8.0% | -3.4% |
| YTD | +5.3% | +30.9% | -25.6% | -0.3% |
| 1Y | +2.2% | +35.8% | -33.6% | -3.9% |
| 3Y | +56.7% | +154.0% | -97.3% | +30.3% |
| 5Y | +49.1% | +203.9% | -154.8% | +19.1% |
| 10Y | +63.6% | +286.7% | -223.1% | +20.4% |
| All | +1,681.2% | +4,027.3% | -2,346.1% | +830.3% |
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