+1,188.5%
WDC vs PPG
+26.9%
+1,161.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | -4.3% | -6.2% | +1.9% | -0.2% |
| 30D | -1.5% | -7.9% | +6.4% | +3.9% |
| 3M | -15.5% | -10.2% | -5.3% | -10.8% |
| 6M | +66.5% | +2.7% | +63.8% | +59.0% |
| YTD | +159.9% | +4.9% | +155.0% | +144.2% |
| 1Y | +366.0% | -3.2% | +369.1% | +357.7% |
| 3Y | +1,285.8% | -17.0% | +1,302.8% | +1,386.3% |
| 5Y | +925.6% | -23.3% | +948.9% | +1,037.8% |
| All | +1,188.5% | +26.9% | +1,161.7% | +865.7% |
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