+142.0%
WEC vs PPG
+26.9%
+115.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.6% | -6.2% | +5.7% | +0.7% |
| 30D | -2.6% | -7.9% | +5.3% | -1.0% |
| 3M | -6.0% | -10.2% | +4.2% | -4.2% |
| 6M | -5.4% | +2.7% | -8.1% | -6.5% |
| YTD | +2.5% | +4.9% | -2.4% | +0.6% |
| 1Y | -0.7% | -3.2% | +2.5% | -1.0% |
| 3Y | +38.7% | -17.0% | +55.7% | +41.8% |
| 5Y | +31.7% | -23.3% | +55.0% | +34.7% |
| All | +142.0% | +26.9% | +115.2% | +119.5% |
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