+2,090.1%
PPL vs WEC
+3,978.4%
-1,888.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +0.7% | -3.9% | +4.6% | +3.5% |
| 6M | -7.6% | -8.3% | +0.7% | -2.0% |
| YTD | +1.8% | +3.1% | -1.2% | -0.5% |
| 1Y | -0.8% | +1.9% | -2.7% | -2.3% |
| 3Y | +56.9% | +41.9% | +15.0% | +22.6% |
| 5Y | +39.5% | +30.8% | +8.7% | +14.5% |
| 10Y | +55.4% | +141.9% | -86.5% | -18.1% |
| All | +2,090.1% | +3,978.4% | -1,888.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling