+595.8%
WDC vs PPL
+47.4%
+548.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -16.7% | 0.0% | -16.8% | -16.8% |
| 30D | -27.2% | +4.3% | -31.5% | -27.7% |
| 3M | -34.0% | +2.9% | -36.9% | -34.3% |
| 6M | -39.7% | +1.1% | -40.8% | -40.0% |
| YTD | +68.1% | +4.5% | +63.6% | +65.0% |
| 1Y | +66.3% | +0.1% | +66.2% | +65.3% |
| 3Y | +754.4% | +55.7% | +698.7% | +606.6% |
| 5Y | +595.8% | +47.6% | +548.2% | +479.5% |
| All | +595.8% | +47.4% | +548.4% | +479.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling