+2,145.4%
PPL vs WY
+623.4%
+1,522.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.2% | -0.8% | -0.5% | -1.1% |
| 30D | +4.2% | +10.6% | -6.4% | +1.6% |
| 3M | +1.5% | -16.6% | +18.2% | +5.7% |
| 6M | +1.0% | -8.6% | +9.6% | +2.8% |
| YTD | +4.4% | -8.4% | +12.8% | +5.8% |
| 1Y | +0.8% | -5.1% | +5.9% | +1.2% |
| 3Y | +56.5% | -21.9% | +78.4% | +62.7% |
| 5Y | +47.7% | -31.3% | +79.0% | +56.8% |
| 10Y | +64.4% | +3.6% | +60.8% | +51.4% |
| All | +2,145.4% | +623.4% | +1,522.0% | +1,335.9% |
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