+39.4%
PPL vs WEC
+31.0%
+8.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +2.7% | -0.3% | +2.9% | +2.9% |
| 30D | +0.5% | -1.3% | +1.7% | +1.4% |
| 3M | +0.7% | -3.9% | +4.6% | +3.7% |
| 6M | -7.6% | -8.3% | +0.7% | -1.5% |
| YTD | +1.8% | +3.1% | -1.2% | -0.7% |
| 1Y | -0.8% | +1.9% | -2.7% | -2.4% |
| 3Y | +56.9% | +41.9% | +15.0% | +20.1% |
| All | +39.4% | +31.0% | +8.5% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling