+60.2%
PPL vs WAT
+227.3%
-167.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +5.4% | +5.0% | +0.5% | +4.3% |
| 3M | +4.3% | +14.5% | -10.2% | +1.2% |
| 6M | -1.3% | +30.9% | -32.3% | -7.2% |
| YTD | +4.7% | +20.5% | -15.8% | -0.5% |
| 1Y | +1.3% | +23.3% | -22.0% | -4.4% |
| 3Y | +57.2% | +81.5% | -24.3% | +27.7% |
| 5Y | +48.2% | +33.4% | +14.9% | +29.3% |
| All | +60.2% | +227.3% | -167.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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