+10,575.1%
WMT vs PPL
+2,158.2%
+8,416.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +16.1% | +5.4% | +10.6% | +14.5% |
| 3M | +12.3% | +4.3% | +8.0% | +11.1% |
| 6M | -3.1% | -1.3% | -1.8% | -2.9% |
| YTD | +13.4% | +4.7% | +8.7% | +11.8% |
| 1Y | +24.5% | +1.3% | +23.2% | +23.7% |
| 3Y | +135.7% | +57.2% | +78.5% | +108.8% |
| 5Y | +166.8% | +48.2% | +118.6% | +138.5% |
| 10Y | +543.5% | +62.7% | +480.7% | +444.3% |
| All | +10,575.1% | +2,158.2% | +8,416.9% | +3,224.9% |
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