+48.5%
PPL vs WAT
+32.4%
+16.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +5.4% | +5.0% | +0.5% | +4.8% |
| 3M | +4.3% | +14.5% | -10.2% | +2.6% |
| 6M | -1.3% | +30.9% | -32.3% | -4.5% |
| YTD | +4.7% | +20.5% | -15.8% | +2.1% |
| 1Y | +1.3% | +23.3% | -22.0% | -1.6% |
| 3Y | +57.2% | +81.5% | -24.3% | +36.9% |
| All | +48.5% | +32.4% | +16.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling