+112.4%
WFC vs PPL
+67.2%
+45.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | +7.0% | +2.6% | +4.3% | +5.4% |
| 3M | -1.8% | +0.8% | -2.6% | -2.4% |
| 6M | +18.4% | +1.4% | +17.0% | +16.7% |
| YTD | -5.6% | +4.3% | -9.9% | -9.1% |
| 1Y | +3.9% | +0.8% | +3.1% | +1.9% |
| 3Y | +126.3% | +57.9% | +68.4% | +64.8% |
| 5Y | +91.1% | +48.3% | +42.8% | +42.7% |
| All | +112.4% | +67.2% | +45.3% | +51.0% |
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