+60.2%
PPL vs WCC
+457.1%
-396.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.9% |
| 7D | +0.4% | -14.7% | +15.1% | +2.5% |
| 30D | +5.4% | -20.1% | +25.5% | +8.5% |
| 3M | +4.3% | -21.2% | +25.4% | +7.3% |
| 6M | -1.3% | -19.2% | +17.8% | +0.6% |
| YTD | +4.7% | +20.2% | -15.5% | -0.5% |
| 1Y | +1.3% | +14.5% | -13.2% | -3.2% |
| 3Y | +57.2% | +115.1% | -57.9% | +28.5% |
| 5Y | +48.2% | +121.5% | -73.3% | +15.4% |
| All | +60.2% | +457.1% | -396.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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