+50.1%
PPL vs TW
+221.1%
-171.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +0.5% | +3.9% | -3.5% | -0.3% |
| 3M | +0.7% | +5.7% | -5.0% | -0.8% |
| 6M | -7.6% | -14.5% | +6.9% | -5.1% |
| YTD | +1.8% | -0.9% | +2.7% | +1.2% |
| 1Y | -0.8% | -13.5% | +12.8% | +1.3% |
| 3Y | +56.9% | +25.0% | +31.9% | +46.1% |
| 5Y | +39.5% | +22.7% | +16.8% | +27.8% |
| All | +50.1% | +221.1% | -171.0% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling