+2,090.1%
PPL vs WY
+688.1%
+1,402.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | +0.5% | -10.1% | +10.6% | +3.0% |
| 3M | +0.7% | -5.1% | +5.8% | +1.7% |
| 6M | -7.6% | -4.8% | -2.8% | -6.8% |
| YTD | +1.8% | -0.2% | +2.1% | +1.3% |
| 1Y | -0.8% | -6.6% | +5.9% | +0.1% |
| 3Y | +56.9% | -22.7% | +79.6% | +63.9% |
| 5Y | +39.5% | -22.2% | +61.7% | +43.9% |
| 10Y | +55.4% | +7.3% | +48.1% | +41.8% |
| All | +2,090.1% | +688.1% | +1,402.0% | +1,275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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