-23.1%
PPG vs WWD
+184.1%
-207.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.1% |
| 7D | -6.2% | -2.6% | -3.7% | -5.3% |
| 30D | -7.9% | -6.9% | -1.0% | -5.5% |
| 3M | -10.2% | -13.0% | +2.8% | -5.7% |
| 6M | +2.7% | -12.5% | +15.1% | +7.1% |
| YTD | +4.9% | +11.8% | -7.0% | -1.1% |
| 1Y | -3.2% | +41.1% | -44.2% | -17.6% |
| 3Y | -17.0% | +163.1% | -180.1% | -48.8% |
| All | -23.1% | +184.1% | -207.2% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling