+37.6%
PPG vs WU
-18.0%
+55.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.4% | -0.5% | +3.6% |
| 7D | +7.5% | +8.2% | -0.8% | +5.5% |
| 30D | +20.9% | +8.0% | +12.9% | +18.7% |
| 3M | +8.7% | -6.6% | +15.4% | +9.9% |
| 6M | +23.8% | -23.3% | +47.1% | +29.1% |
| YTD | +26.5% | -22.4% | +48.9% | +31.4% |
| 1Y | +37.6% | -18.0% | +55.6% | +41.7% |
| All | +37.6% | -18.0% | +55.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling