+66.8%
PPL vs WWD
+460.9%
-394.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +4.3% | -0.4% | +4.7% | +4.1% |
| 3M | +2.9% | -6.1% | +9.0% | +4.0% |
| 6M | +1.1% | -9.5% | +10.6% | +2.5% |
| YTD | +4.5% | +10.8% | -6.4% | -0.6% |
| 1Y | +0.1% | +23.5% | -23.4% | -7.8% |
| 3Y | +55.7% | +151.3% | -95.6% | +13.7% |
| 5Y | +47.6% | +187.8% | -140.2% | +0.6% |
| 10Y | +66.8% | +461.1% | -394.3% | -4.5% |
| All | +66.8% | +460.9% | -394.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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