+1,216.6%
PPG vs WWD
+15,097.2%
-13,880.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -7.8% | -6.4% | -1.4% | -6.0% |
| 3M | -2.2% | -5.6% | +3.4% | -0.8% |
| 6M | +4.1% | -9.1% | +13.2% | +6.6% |
| YTD | +9.1% | +12.5% | -3.4% | +4.3% |
| 1Y | +1.0% | +41.3% | -40.4% | -10.4% |
| 3Y | -13.3% | +170.2% | -183.5% | -38.0% |
| 5Y | -19.2% | +192.5% | -211.7% | -44.2% |
| 10Y | +25.9% | +476.9% | -451.0% | -31.8% |
| All | +1,216.6% | +15,097.2% | -13,880.6% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling