-17.0%
PPG vs WSM
+230.1%
-247.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -7.9% | -7.7% | -0.2% | -6.0% |
| 3M | -10.2% | +3.8% | -14.0% | -11.0% |
| 6M | +2.7% | +22.7% | -20.0% | -2.4% |
| YTD | +4.9% | +28.0% | -23.1% | -1.3% |
| 1Y | -3.2% | +12.7% | -15.9% | -6.6% |
| 3Y | -17.0% | +231.3% | -248.3% | -36.0% |
| All | -17.0% | +230.1% | -247.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling