+61.1%
PPL vs WEC
+182.1%
-120.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.0% | +3.2% | -2.2% | -1.3% |
| 30D | +6.8% | +14.7% | -7.8% | -3.5% |
| 3M | +3.9% | +10.2% | -6.4% | -3.5% |
| 6M | -2.0% | +4.5% | -6.5% | -5.3% |
| YTD | +5.3% | +15.1% | -9.8% | -5.4% |
| 1Y | +2.2% | +9.4% | -7.2% | -4.7% |
| 3Y | +56.7% | +56.9% | -0.2% | +11.8% |
| 5Y | +49.1% | +54.4% | -5.4% | +7.0% |
| All | +61.1% | +182.1% | -120.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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