+6.8%
PPL vs WETO
-99.4%
+106.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.8% | -57.2% | +59.0% | +1.6% |
| 30D | -1.1% | -48.8% | +47.7% | -0.6% |
| 3M | 0.0% | -97.7% | +97.7% | -0.2% |
| 6M | -7.6% | -94.3% | +86.7% | -7.6% |
| YTD | +1.7% | -97.0% | +98.8% | +1.9% |
| 1Y | +1.5% | -98.9% | +100.4% | +2.0% |
| All | +6.8% | -99.4% | +106.1% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling