+54.0%
PPL vs GWW
+557.3%
-503.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | -1.1% | +1.1% | -2.2% | -1.4% |
| 3M | 0.0% | -1.0% | +1.0% | +0.1% |
| 6M | -7.6% | +16.3% | -23.9% | -11.6% |
| YTD | +1.7% | +28.5% | -26.8% | -5.8% |
| 1Y | +1.5% | +30.3% | -28.7% | -6.5% |
| 3Y | +55.3% | +91.6% | -36.3% | +25.4% |
| 5Y | +37.7% | +224.0% | -186.3% | -6.8% |
| 10Y | +54.0% | +551.3% | -497.3% | -8.9% |
| All | +54.0% | +557.3% | -503.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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