+754.7%
PPL vs WCC
+1,380.5%
-625.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.3% | +2.0% |
| 7D | +1.0% | -21.9% | +22.9% | +4.1% |
| 30D | +6.8% | -25.4% | +32.2% | +10.6% |
| 3M | +3.9% | -23.1% | +27.0% | +6.9% |
| 6M | -2.0% | -18.1% | +16.0% | -0.5% |
| YTD | +5.3% | +17.7% | -12.4% | +1.2% |
| 1Y | +2.2% | +12.4% | -10.2% | -1.3% |
| 3Y | +56.7% | +105.9% | -49.1% | +34.7% |
| 5Y | +49.1% | +116.8% | -67.7% | +23.8% |
| 10Y | +63.6% | +456.1% | -392.4% | +10.9% |
| All | +754.7% | +1,380.5% | -625.8% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling