+642.9%
WDC vs PPL
+67.2%
+575.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.6% |
| 7D | +12.1% | -0.4% | +12.4% | +12.2% |
| 30D | -18.8% | +2.6% | -21.4% | -20.1% |
| 3M | -39.3% | +0.8% | -40.1% | -39.9% |
| 6M | -40.1% | +1.4% | -41.5% | -41.4% |
| YTD | +71.8% | +4.3% | +67.5% | +64.7% |
| 1Y | +88.5% | +0.8% | +87.7% | +83.6% |
| 3Y | +770.0% | +57.9% | +712.1% | +538.9% |
| 5Y | +549.0% | +48.3% | +500.7% | +388.0% |
| All | +642.9% | +67.2% | +575.7% | +400.4% |
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