-2.2%
PPL vs WETO
-98.9%
+96.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.4% |
| 7D | -2.1% | -4.3% | +2.2% | -2.1% |
| 30D | -3.1% | -39.9% | +36.8% | -2.4% |
| 3M | -3.1% | -97.9% | +94.8% | -4.0% |
| 6M | -8.0% | -95.0% | +87.1% | -8.1% |
| YTD | -0.3% | -97.2% | +96.8% | -0.2% |
| 1Y | -2.2% | -98.9% | +96.7% | -1.2% |
| All | -2.2% | -98.9% | +96.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling