+37.7%
PPL vs WTW
+54.0%
-16.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.7% |
| 7D | +1.8% | -2.7% | +4.5% | +2.5% |
| 30D | -1.1% | -5.6% | +4.6% | +0.5% |
| 3M | 0.0% | +26.5% | -26.5% | -6.8% |
| 6M | -7.6% | +8.1% | -15.7% | -10.1% |
| YTD | +1.7% | -0.3% | +2.0% | +0.9% |
| 1Y | +1.5% | -0.9% | +2.4% | +0.8% |
| 3Y | +55.3% | +66.6% | -11.4% | +28.4% |
| 5Y | +37.7% | +54.0% | -16.3% | +14.7% |
| All | +37.7% | +54.0% | -16.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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