+1,328.4%
WDC vs PPG
-17.7%
+1,346.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.5% |
| 7D | +4.4% | -5.1% | +9.6% | +7.0% |
| 30D | +5.3% | -9.6% | +14.9% | +10.1% |
| 3M | -5.9% | -6.4% | +0.5% | -4.4% |
| 6M | +73.2% | +0.5% | +72.7% | +68.3% |
| YTD | +167.8% | +4.4% | +163.4% | +154.9% |
| 1Y | +386.0% | -0.9% | +386.9% | +373.3% |
| All | +1,328.4% | -17.7% | +1,346.1% | +1,364.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling