+526.6%
WMT vs PPL
+62.1%
+464.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +12.9% | +4.2% | +8.6% | +11.6% |
| 3M | +12.6% | +1.5% | +11.1% | +12.2% |
| 6M | -3.4% | +1.0% | -4.5% | -3.8% |
| YTD | +13.5% | +4.4% | +9.1% | +12.0% |
| 1Y | +23.5% | +0.8% | +22.8% | +22.9% |
| 3Y | +137.3% | +56.5% | +80.9% | +110.4% |
| 5Y | +167.9% | +47.7% | +120.2% | +139.8% |
| 10Y | +526.6% | +64.4% | +462.2% | +422.2% |
| All | +526.6% | +62.1% | +464.5% | +422.2% |
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