+52.6%
PPL vs TW
+294.9%
-242.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.0% | +2.8% | -3.8% | -1.5% |
| 30D | +3.0% | +18.1% | -15.0% | -0.2% |
| 3M | +1.1% | +25.2% | -24.1% | -3.3% |
| 6M | -0.8% | +19.1% | -19.9% | -4.5% |
| YTD | +3.5% | +21.9% | -18.5% | -1.3% |
| 1Y | -0.9% | +18.9% | -19.8% | -5.0% |
| 3Y | +54.2% | +41.7% | +12.5% | +40.6% |
| 5Y | +46.3% | +40.4% | +5.9% | +31.2% |
| All | +52.6% | +294.9% | -242.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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