+10,587.9%
WMT vs PPL
+2,131.8%
+8,456.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -2.7% | -1.0% | -1.8% | -2.5% |
| 30D | +11.1% | +3.0% | +8.1% | +10.3% |
| 3M | +11.2% | +1.1% | +10.1% | +10.9% |
| 6M | -1.3% | -0.8% | -0.5% | -1.2% |
| YTD | +13.5% | +3.5% | +10.1% | +12.3% |
| 1Y | +22.5% | -0.9% | +23.4% | +22.4% |
| 3Y | +134.1% | +54.2% | +79.9% | +108.5% |
| 5Y | +170.3% | +46.3% | +124.0% | +142.4% |
| 10Y | +525.5% | +65.0% | +460.4% | +427.5% |
| All | +10,587.9% | +2,131.8% | +8,456.1% | +3,238.7% |
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