+466.0%
PPG vs WCN
+6,686.9%
-6,220.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.0% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | -7.2% | -3.0% | -4.2% | -6.4% |
| 3M | -7.3% | +2.5% | -9.9% | -8.2% |
| 6M | +0.3% | -5.7% | +6.0% | +1.3% |
| YTD | +6.5% | -7.4% | +14.0% | +8.0% |
| 1Y | +0.5% | -8.6% | +9.2% | +2.3% |
| 3Y | -15.3% | +19.4% | -34.7% | -20.8% |
| 5Y | -22.9% | +27.2% | -50.1% | -29.3% |
| 10Y | +28.4% | +238.5% | -210.1% | -9.3% |
| All | +466.0% | +6,686.9% | -6,220.9% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling