+5.0%
PPL vs WETO
-99.4%
+104.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.2% | -0.1% |
| 7D | -1.8% | -19.9% | +18.1% | -1.8% |
| 30D | -2.2% | -42.7% | +40.4% | -1.7% |
| 3M | -3.1% | -97.7% | +94.7% | -3.3% |
| 6M | -8.1% | -94.4% | +86.3% | -8.1% |
| YTD | 0.0% | -97.0% | +97.0% | +0.2% |
| 1Y | -1.3% | -98.9% | +97.5% | -0.9% |
| All | +5.0% | -99.4% | +104.4% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling