+140.0%
WBD vs PPG
+5.2%
+134.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -1.8% | -1.5% | -0.3% | -1.6% |
| 30D | +8.8% | -5.0% | +13.7% | +9.6% |
| 3M | +4.6% | +1.1% | +3.5% | +4.0% |
| 6M | +1.1% | -3.2% | +4.2% | +2.7% |
| YTD | -2.0% | +11.9% | -13.8% | -9.2% |
| 1Y | +140.0% | +5.3% | +134.7% | +173.4% |
| All | +140.0% | +5.2% | +134.8% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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