+169.9%
PPL vs WU
-19.6%
+189.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +0.5% | -1.1% | +1.6% | +0.7% |
| 3M | +0.7% | -3.9% | +4.5% | +0.6% |
| 6M | -7.6% | -20.7% | +13.1% | -3.0% |
| YTD | +1.8% | -18.4% | +20.2% | +5.7% |
| 1Y | -0.8% | -8.1% | +7.3% | -1.0% |
| 3Y | +56.9% | -24.2% | +81.0% | +62.2% |
| 5Y | +39.5% | -50.4% | +90.0% | +60.6% |
| 10Y | +55.4% | -40.0% | +95.4% | +66.4% |
| All | +169.9% | -19.6% | +189.5% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling