+0.3%
PPL vs GWW
+52.5%
-52.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | +0.4% | +6.2% | -5.8% | +0.3% |
| 30D | +5.4% | +14.2% | -8.8% | +5.3% |
| 3M | +4.3% | +12.7% | -8.5% | +4.1% |
| 6M | -1.3% | +23.9% | -25.2% | -0.8% |
| YTD | +4.7% | +43.9% | -39.2% | +4.3% |
| All | +0.3% | +52.5% | -52.2% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling