+113.2%
WDC vs PPG
+38.5%
+74.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.0% | -11.7% | -8.1% |
| 7D | -18.3% | +7.5% | -25.8% | -20.3% |
| 30D | -26.7% | +20.9% | -47.6% | -31.3% |
| 3M | -40.9% | +8.7% | -49.7% | -42.6% |
| 6M | -26.8% | +23.8% | -50.6% | -34.6% |
| YTD | +88.2% | +26.5% | +61.7% | +66.2% |
| 1Y | +113.2% | +37.6% | +75.6% | +98.4% |
| All | +113.2% | +38.5% | +74.7% | +98.4% |
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