+46.4%
PPL vs TW
+41.5%
+5.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.2% | +3.2% | -5.4% | -2.6% |
| 30D | +1.7% | +19.7% | -18.0% | -0.9% |
| 3M | +0.1% | +26.8% | -26.7% | -3.3% |
| 6M | -1.5% | +20.9% | -22.4% | -4.4% |
| YTD | +3.0% | +22.9% | -19.9% | -0.6% |
| 1Y | -1.4% | +20.4% | -21.8% | -4.6% |
| 3Y | +53.5% | +42.9% | +10.6% | +44.0% |
| 5Y | +46.4% | +40.2% | +6.2% | +29.9% |
| All | +46.4% | +41.5% | +5.0% | +29.9% |
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