+24.1%
PPG vs WCN
+235.9%
-211.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -6.2% | -3.1% | -3.1% | -4.8% |
| 30D | -7.9% | -3.4% | -4.6% | -6.4% |
| 3M | -10.2% | +3.0% | -13.2% | -11.9% |
| 6M | +2.7% | -3.8% | +6.4% | +3.5% |
| YTD | +4.9% | -8.3% | +13.2% | +7.9% |
| 1Y | -3.2% | -9.7% | +6.6% | +0.3% |
| 3Y | -17.0% | +17.2% | -34.2% | -27.4% |
| 5Y | -23.3% | +25.3% | -48.6% | -36.4% |
| All | +24.1% | +235.9% | -211.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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