+57.2%
PPL vs GWW
+92.7%
-35.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | +0.4% | +6.0% | -5.6% | -0.2% |
| 30D | +5.4% | +14.0% | -8.6% | +4.1% |
| 3M | +4.3% | +12.5% | -8.3% | +3.0% |
| 6M | -1.3% | +23.6% | -25.0% | -3.4% |
| YTD | +4.7% | +43.6% | -38.9% | +0.2% |
| 1Y | +1.3% | +52.5% | -51.2% | -3.9% |
| 3Y | +57.2% | +92.6% | -35.4% | +47.4% |
| All | +57.2% | +92.7% | -35.5% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling