+4,679.4%
WMB vs PPL
+2,170.9%
+2,508.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.8% |
| 7D | -14.2% | +1.0% | -15.2% | -14.8% |
| 30D | -11.2% | +6.8% | -18.1% | -14.9% |
| 3M | -9.9% | +3.9% | -13.7% | -12.3% |
| 6M | -14.4% | -2.0% | -12.3% | -13.7% |
| YTD | +9.2% | +5.3% | +4.0% | +4.7% |
| 1Y | +15.1% | +2.2% | +12.9% | +12.2% |
| 3Y | +99.2% | +56.7% | +42.5% | +47.0% |
| 5Y | +180.2% | +49.1% | +131.2% | +110.2% |
| 10Y | +273.7% | +63.6% | +210.1% | +150.5% |
| All | +4,679.4% | +2,170.9% | +2,508.5% | +899.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling