+64.4%
PPL vs GWW
+696.0%
-631.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | -1.2% | +5.3% | -6.5% | -2.7% |
| 30D | +4.2% | +12.4% | -8.2% | +0.9% |
| 3M | +1.5% | +13.7% | -12.2% | -2.1% |
| 6M | +1.0% | +18.0% | -17.0% | -3.7% |
| YTD | +4.4% | +44.6% | -40.2% | -6.5% |
| 1Y | +0.8% | +53.1% | -52.3% | -11.4% |
| 3Y | +56.5% | +90.2% | -33.7% | +26.9% |
| 5Y | +47.7% | +215.0% | -167.3% | +0.6% |
| 10Y | +64.4% | +658.9% | -594.5% | -7.0% |
| All | +64.4% | +696.0% | -631.6% | -7.0% |
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