+66.8%
PPL vs WU
-35.7%
+102.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | 0.0% | +11.0% | -11.0% | -2.8% |
| 30D | +4.3% | +13.4% | -9.1% | +0.7% |
| 3M | +2.9% | +2.2% | +0.7% | +1.9% |
| 6M | +1.1% | -18.2% | +19.3% | +5.5% |
| YTD | +4.5% | -18.3% | +22.7% | +8.3% |
| 1Y | +0.1% | -12.2% | +12.3% | +1.3% |
| 3Y | +55.7% | -20.8% | +76.5% | +59.0% |
| 5Y | +47.6% | -42.6% | +90.2% | +65.5% |
| 10Y | +66.8% | -35.5% | +102.3% | +86.8% |
| All | +66.8% | -35.7% | +102.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling