+24.1%
PPG vs WTW
+198.0%
-174.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.2% | -5.7% | -0.5% | -3.7% |
| 30D | -7.9% | -7.3% | -0.7% | -4.9% |
| 3M | -10.2% | +21.5% | -31.7% | -18.3% |
| 6M | +2.7% | +9.6% | -7.0% | -3.1% |
| YTD | +4.9% | -3.3% | +8.2% | +4.3% |
| 1Y | -3.2% | -6.1% | +2.9% | -2.4% |
| 3Y | -17.0% | +61.8% | -78.8% | -38.2% |
| 5Y | -23.3% | +42.7% | -66.0% | -39.5% |
| All | +24.1% | +198.0% | -174.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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