+129.3%
WFC vs PPL
+39.5%
+89.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +2.7% | +1.1% | +2.7% |
| 30D | +1.5% | +0.5% | +1.0% | +1.2% |
| 3M | +10.9% | +0.7% | +10.2% | +10.3% |
| 6M | +8.4% | -7.6% | +16.0% | +11.5% |
| YTD | -1.9% | +1.8% | -3.7% | -3.6% |
| 1Y | +12.3% | -0.8% | +13.1% | +11.6% |
| 3Y | +132.3% | +56.9% | +75.5% | +79.5% |
| All | +129.3% | +39.5% | +89.8% | +86.6% |
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