+54.4%
PPL vs TW
+286.2%
-231.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.4% | +4.2% | -3.8% | -0.4% |
| 30D | +5.4% | +18.9% | -13.5% | +2.0% |
| 3M | +4.3% | +23.8% | -19.5% | -0.1% |
| 6M | -1.3% | +17.0% | -18.4% | -4.7% |
| YTD | +4.7% | +19.2% | -14.5% | +0.3% |
| 1Y | +1.3% | +20.1% | -18.8% | -3.2% |
| 3Y | +57.2% | +40.5% | +16.7% | +43.5% |
| 5Y | +48.2% | +38.0% | +10.2% | +33.3% |
| All | +54.4% | +286.2% | -231.8% | +7.4% |
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