+2,164.3%
PPL vs WEC
+4,455.0%
-2,290.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.0% | +3.2% | -2.2% | -1.2% |
| 30D | +6.8% | +14.7% | -7.8% | -2.9% |
| 3M | +3.9% | +10.2% | -6.4% | -3.1% |
| 6M | -2.0% | +4.5% | -6.5% | -5.1% |
| YTD | +5.3% | +15.1% | -9.8% | -4.8% |
| 1Y | +2.2% | +9.4% | -7.2% | -4.3% |
| 3Y | +56.7% | +56.9% | -0.2% | +14.0% |
| 5Y | +49.1% | +54.4% | -5.4% | +9.1% |
| 10Y | +63.6% | +183.5% | -119.8% | -22.8% |
| All | +2,164.3% | +4,455.0% | -2,290.7% | +128.5% |
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