+6.4%
PPG vs TW
+206.7%
-200.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -6.2% | -4.5% | -1.8% | -5.2% |
| 30D | -7.9% | -2.3% | -5.7% | -7.5% |
| 3M | -10.2% | +2.6% | -12.8% | -11.3% |
| 6M | +2.7% | -17.5% | +20.2% | +6.7% |
| YTD | +4.9% | -5.3% | +10.2% | +4.7% |
| 1Y | -3.2% | -14.8% | +11.6% | -0.7% |
| 3Y | -17.0% | +18.8% | -35.8% | -25.0% |
| 5Y | -23.3% | +20.7% | -44.1% | -33.0% |
| All | +6.4% | +206.7% | -200.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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