+126.9%
WFC vs PPL
+53.7%
+73.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +2.9% | +4.2% | -1.3% | +2.0% |
| 3M | -1.4% | +1.5% | -3.0% | -1.8% |
| 6M | +14.3% | +1.0% | +13.3% | +13.9% |
| YTD | -6.2% | +4.4% | -10.6% | -7.9% |
| 1Y | +1.6% | +0.8% | +0.8% | +0.9% |
| 3Y | +126.9% | +56.5% | +70.4% | +90.0% |
| All | +126.9% | +53.7% | +73.2% | +90.0% |
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 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