+24.1%
PPG vs WCC
+541.6%
-517.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.8% |
| 7D | -6.2% | +1.5% | -7.8% | -6.8% |
| 30D | -7.9% | -2.1% | -5.8% | -7.6% |
| 3M | -10.2% | +3.8% | -14.0% | -12.2% |
| 6M | +2.7% | +35.0% | -32.3% | -8.2% |
| YTD | +4.9% | +46.4% | -41.5% | -9.0% |
| 1Y | -3.2% | +63.0% | -66.2% | -19.7% |
| 3Y | -17.0% | +133.9% | -150.9% | -42.5% |
| 5Y | -23.3% | +226.5% | -249.9% | -54.9% |
| All | +24.1% | +541.6% | -517.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling