+177.5%
PPL vs WU
-20.2%
+197.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +0.4% | +11.7% | -11.3% | -2.6% |
| 30D | +5.4% | +12.6% | -7.2% | +1.9% |
| 3M | +4.3% | -0.5% | +4.8% | +4.0% |
| 6M | -1.3% | -18.2% | +16.9% | +2.7% |
| YTD | +4.7% | -19.0% | +23.7% | +8.6% |
| 1Y | +1.3% | -16.7% | +17.9% | +4.0% |
| 3Y | +57.2% | -21.0% | +78.2% | +60.7% |
| 5Y | +48.2% | -41.7% | +89.9% | +62.1% |
| 10Y | +62.7% | -35.0% | +97.7% | +70.1% |
| All | +177.5% | -20.2% | +197.7% | +140.4% |
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