+544.2%
WMT vs PPL
+67.2%
+477.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +10.3% | +2.6% | +7.6% | +9.5% |
| 3M | +11.0% | +0.8% | +10.2% | +10.7% |
| 6M | -2.3% | +1.4% | -3.8% | -2.8% |
| YTD | +15.7% | +4.3% | +11.4% | +14.2% |
| 1Y | +26.0% | +0.8% | +25.2% | +25.3% |
| 3Y | +136.5% | +57.9% | +78.6% | +109.1% |
| 5Y | +176.8% | +48.3% | +128.5% | +147.5% |
| All | +544.2% | +67.2% | +477.1% | +431.4% |
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