+281.4%
WMB vs PPL
+67.2%
+214.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | +7.8% | -0.4% | +8.2% | +8.0% |
| 30D | -5.1% | +2.6% | -7.7% | -6.5% |
| 3M | -4.7% | +0.8% | -5.5% | -5.3% |
| 6M | -7.4% | +1.4% | -8.8% | -8.5% |
| YTD | +17.5% | +4.3% | +13.2% | +13.9% |
| 1Y | +19.5% | +0.8% | +18.7% | +17.9% |
| 3Y | +121.3% | +57.9% | +63.4% | +70.5% |
| 5Y | +200.5% | +48.3% | +152.2% | +136.8% |
| All | +281.4% | +67.2% | +214.2% | +178.8% |
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