+46.4%
PPL vs WPM
+218.7%
-172.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +1.7% | -3.1% | +4.8% | +1.8% |
| 3M | +0.1% | -2.2% | +2.3% | -0.1% |
| 6M | -1.5% | -7.4% | +5.9% | -1.3% |
| YTD | +3.0% | +12.6% | -9.7% | -0.9% |
| 1Y | -1.4% | +22.8% | -24.3% | -6.6% |
| 3Y | +53.5% | +213.6% | -160.2% | +20.4% |
| 5Y | +46.4% | +211.2% | -164.8% | +14.4% |
| All | +46.4% | +218.7% | -172.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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