+11.4%
WBD vs PPG
+26.9%
-15.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -0.7% | -6.2% | +5.5% | +3.0% |
| 30D | +1.4% | -7.9% | +9.4% | +6.3% |
| 3M | +4.4% | -10.2% | +14.6% | +10.0% |
| 6M | +0.8% | +2.7% | -1.8% | -3.6% |
| YTD | -2.7% | +4.9% | -7.6% | -9.3% |
| 1Y | +73.4% | -3.2% | +76.6% | +69.3% |
| 3Y | +142.1% | -17.0% | +159.1% | +160.2% |
| 5Y | +7.2% | -23.3% | +30.6% | +18.4% |
| All | +11.4% | +26.9% | -15.5% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling