+39.4%
PPL vs TW
+23.1%
+16.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.0% |
| 30D | +0.5% | +3.9% | -3.5% | -0.1% |
| 3M | +0.7% | +5.7% | -5.0% | -0.4% |
| 6M | -7.6% | -14.5% | +6.9% | -5.6% |
| YTD | +1.8% | -0.9% | +2.7% | +1.4% |
| 1Y | -0.8% | -13.5% | +12.8% | +1.0% |
| 3Y | +56.9% | +25.0% | +31.9% | +49.4% |
| All | +39.4% | +23.1% | +16.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling