+1,622.9%
PPL vs WAB
+4,092.2%
-2,469.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.7% | -3.2% | +5.9% | +3.2% |
| 30D | +0.5% | -4.4% | +4.9% | +1.2% |
| 3M | +0.7% | +7.9% | -7.2% | -0.9% |
| 6M | -7.6% | +8.7% | -16.3% | -9.3% |
| YTD | +1.8% | +33.0% | -31.2% | -3.7% |
| 1Y | -0.8% | +46.7% | -47.4% | -7.9% |
| 3Y | +56.9% | +153.0% | -96.1% | +30.7% |
| 5Y | +39.5% | +222.3% | -182.8% | +10.4% |
| 10Y | +55.4% | +291.0% | -235.6% | +14.2% |
| All | +1,622.9% | +4,092.2% | -2,469.3% | +798.7% |
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