+8.1%
PPG vs TW
+211.2%
-203.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -7.2% | -0.6% | -6.6% | -7.1% |
| 3M | -7.3% | +3.4% | -10.7% | -8.6% |
| 6M | +0.3% | -18.4% | +18.7% | +4.6% |
| YTD | +6.5% | -3.9% | +10.4% | +6.0% |
| 1Y | +0.5% | -13.3% | +13.9% | +2.7% |
| 3Y | -15.3% | +20.8% | -36.1% | -23.8% |
| 5Y | -22.9% | +20.3% | -43.2% | -32.4% |
| All | +8.1% | +211.2% | -203.2% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling