+214.0%
PPL vs WPM
+5,967.5%
-5,753.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +0.5% | +26.4% | -25.9% | -1.9% |
| 3M | +0.7% | +20.8% | -20.2% | -1.5% |
| 6M | -7.6% | +1.1% | -8.7% | -8.3% |
| YTD | +1.8% | +32.5% | -30.6% | -1.9% |
| 1Y | -0.8% | +51.5% | -52.3% | -5.9% |
| 3Y | +56.9% | +267.0% | -210.1% | +35.4% |
| 5Y | +39.5% | +250.1% | -210.6% | +20.0% |
| 10Y | +55.4% | +540.4% | -485.0% | +22.7% |
| All | +214.0% | +5,967.5% | -5,753.5% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling