+56.5%
PPL vs WCC
+135.0%
-78.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.1% | -8.4% | -0.4% |
| 7D | -1.2% | -5.7% | +4.5% | -1.1% |
| 30D | +4.2% | -13.5% | +17.7% | +4.5% |
| 3M | +1.5% | -12.9% | +14.4% | +1.7% |
| 6M | +1.0% | -10.7% | +11.7% | +1.2% |
| YTD | +4.4% | +30.0% | -25.6% | +3.0% |
| 1Y | +0.8% | +24.7% | -23.9% | -0.5% |
| 3Y | +56.5% | +136.6% | -80.1% | +39.2% |
| All | +56.5% | +135.0% | -78.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling