+66.8%
PPL vs WCC
+460.5%
-393.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -9.9% | +10.0% | +1.3% |
| 30D | +4.3% | -13.4% | +17.7% | +6.1% |
| 3M | +2.9% | -13.5% | +16.4% | +4.4% |
| 6M | +1.1% | -10.6% | +11.7% | +1.6% |
| YTD | +4.5% | +30.1% | -25.6% | -2.0% |
| 1Y | +0.1% | +22.3% | -22.2% | -5.3% |
| 3Y | +55.7% | +130.3% | -74.6% | +25.7% |
| 5Y | +47.6% | +144.5% | -96.9% | +12.6% |
| 10Y | +66.8% | +431.8% | -365.0% | -13.7% |
| All | +66.8% | +460.5% | -393.7% | -13.7% |
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