+5.2%
PPL vs WETO
-99.4%
+104.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.5% |
| 7D | 0.0% | -38.7% | +38.7% | -0.1% |
| 30D | -1.3% | -51.3% | +50.1% | -0.8% |
| 3M | -2.6% | -97.8% | +95.2% | -2.8% |
| 6M | -8.4% | -94.8% | +86.4% | -8.4% |
| YTD | +0.2% | -97.2% | +97.4% | +0.4% |
| 1Y | -0.2% | -98.9% | +98.7% | +0.2% |
| All | +5.2% | -99.4% | +104.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling