+1,256.8%
WDC vs PPL
+57.3%
+1,199.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | +2.7% | -0.9% | +2.3% |
| 30D | -10.0% | +0.5% | -10.4% | -9.8% |
| 3M | -18.8% | +0.7% | -19.4% | -18.6% |
| 6M | +79.0% | -7.6% | +86.6% | +77.4% |
| YTD | +171.6% | +1.8% | +169.7% | +172.2% |
| 1Y | +417.4% | -0.8% | +418.1% | +417.7% |
| All | +1,256.8% | +57.3% | +1,199.6% | +1,387.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling