+65.0%
PPL vs WCC
+453.1%
-388.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.4% |
| 7D | -1.0% | +3.3% | -4.3% | -1.6% |
| 30D | +3.0% | -9.4% | +12.5% | +4.1% |
| 3M | +1.1% | -10.5% | +11.6% | +2.1% |
| 6M | -0.8% | -10.4% | +9.6% | -0.3% |
| YTD | +3.5% | +34.4% | -31.0% | -3.4% |
| 1Y | -0.9% | +27.7% | -28.6% | -6.9% |
| 3Y | +54.2% | +137.9% | -83.7% | +23.9% |
| 5Y | +46.3% | +147.0% | -100.7% | +11.6% |
| 10Y | +65.0% | +442.5% | -377.4% | -15.3% |
| All | +65.0% | +453.1% | -388.1% | -15.3% |
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