+269.1%
PPL vs WTW
+1,174.9%
-905.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +2.7% | -2.6% | +5.3% | +3.4% |
| 30D | +0.5% | -1.0% | +1.4% | +0.7% |
| 3M | +0.7% | +29.9% | -29.3% | -6.8% |
| 6M | -7.6% | +10.7% | -18.3% | -10.8% |
| YTD | +1.8% | +2.6% | -0.8% | -0.1% |
| 1Y | -0.8% | +2.8% | -3.5% | -2.8% |
| 3Y | +56.9% | +67.3% | -10.4% | +32.8% |
| 5Y | +39.5% | +56.6% | -17.1% | +19.2% |
| 10Y | +55.4% | +204.1% | -148.7% | +11.5% |
| All | +269.1% | +1,174.9% | -905.8% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling