+116.4%
WFC vs PPL
+56.0%
+60.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +4.6% | +5.4% | -0.9% | +3.4% |
| 3M | -3.6% | +4.3% | -7.9% | -4.5% |
| 6M | +5.6% | -1.3% | +6.9% | +5.8% |
| YTD | -8.5% | +4.7% | -13.1% | -10.1% |
| 1Y | -0.3% | +1.3% | -1.6% | -1.1% |
| 3Y | +116.4% | +57.2% | +59.2% | +83.9% |
| All | +116.4% | +56.0% | +60.4% | +83.9% |
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