+297.5%
WBD vs PPG
+441.6%
-144.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.2% |
| 7D | -0.6% | -5.1% | +4.5% | +2.5% |
| 30D | +4.2% | -9.6% | +13.7% | +10.4% |
| 3M | +7.5% | -6.4% | +13.9% | +10.5% |
| 6M | +1.6% | +0.5% | +1.1% | -1.5% |
| YTD | -2.2% | +4.4% | -6.6% | -8.3% |
| 1Y | +124.9% | -0.9% | +125.8% | +117.5% |
| 3Y | +149.1% | -17.0% | +166.1% | +168.8% |
| 5Y | +7.8% | -23.7% | +31.5% | +20.7% |
| 10Y | +14.9% | +25.9% | -11.0% | -10.2% |
| All | +297.5% | +441.6% | -144.2% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling