+1,221.5%
WDC vs PPL
+54.2%
+1,167.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | +2.7% | -0.9% | +0.5% |
| 30D | -10.0% | +0.5% | -10.4% | -10.2% |
| 3M | -18.8% | +0.7% | -19.4% | -19.8% |
| 6M | +79.0% | -7.6% | +86.6% | +83.7% |
| YTD | +171.6% | +1.8% | +169.7% | +164.7% |
| 1Y | +417.4% | -0.8% | +418.1% | +407.8% |
| 3Y | +1,251.8% | +56.9% | +1,194.9% | +894.4% |
| 5Y | +911.7% | +39.5% | +872.2% | +692.0% |
| All | +1,221.5% | +54.2% | +1,167.4% | +831.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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