+47.1%
PPL vs GWW
+218.6%
-171.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -0.4% | +3.6% | -3.9% | -1.1% |
| 30D | +2.6% | +12.1% | -9.5% | +0.2% |
| 3M | +0.8% | +12.9% | -12.1% | -1.8% |
| 6M | +1.4% | +19.3% | -17.9% | -2.5% |
| YTD | +4.3% | +48.7% | -44.4% | -5.1% |
| 1Y | +0.8% | +60.5% | -59.8% | -10.1% |
| 3Y | +57.9% | +93.3% | -35.4% | +31.1% |
| All | +47.1% | +218.6% | -171.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling