+64.4%
PPL vs WCC
+492.1%
-427.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.1% | -8.4% | -1.5% |
| 7D | -1.2% | -5.7% | +4.5% | -0.6% |
| 30D | +4.2% | -13.5% | +17.7% | +6.0% |
| 3M | +1.5% | -12.9% | +14.4% | +2.9% |
| 6M | +1.0% | -10.7% | +11.7% | +1.5% |
| YTD | +4.4% | +30.0% | -25.6% | -2.0% |
| 1Y | +0.8% | +24.7% | -23.9% | -5.0% |
| 3Y | +56.5% | +136.6% | -80.1% | +25.8% |
| 5Y | +47.7% | +143.9% | -96.2% | +12.9% |
| 10Y | +64.4% | +465.9% | -401.5% | -13.8% |
| All | +64.4% | +492.1% | -427.6% | -13.8% |
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