-3.5%
PPG vs WETO
-99.4%
+95.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.9% | +0.4% |
| 7D | -6.2% | -4.3% | -1.9% | -6.3% |
| 30D | -7.9% | -39.9% | +32.0% | -7.2% |
| 3M | -10.2% | -97.9% | +87.7% | -9.5% |
| 6M | +2.7% | -95.0% | +97.7% | +3.9% |
| YTD | +4.9% | -97.2% | +102.0% | +6.2% |
| 1Y | -3.2% | -98.9% | +95.7% | -1.9% |
| All | -3.5% | -99.4% | +95.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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