+58.1%
PPL vs WEC
+57.1%
+1.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.0% | +3.2% | -2.2% | -1.4% |
| 30D | +6.8% | +14.7% | -7.8% | -3.7% |
| 3M | +3.9% | +10.2% | -6.4% | -3.6% |
| 6M | -2.0% | +4.5% | -6.5% | -5.3% |
| YTD | +5.3% | +15.1% | -9.8% | -5.7% |
| 1Y | +2.2% | +9.4% | -7.2% | -4.8% |
| All | +58.1% | +57.1% | +1.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling