+417.4%
WDC vs PPG
+5.2%
+412.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.3% | +5.5% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | -10.0% | -5.0% | -5.0% | -8.8% |
| 3M | -18.8% | +1.1% | -19.9% | -20.1% |
| 6M | +79.0% | -3.2% | +82.2% | +74.2% |
| YTD | +171.6% | +11.9% | +159.7% | +168.0% |
| 1Y | +417.4% | +5.3% | +412.1% | +428.9% |
| All | +417.4% | +5.2% | +412.2% | +428.9% |
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