+4,021.5%
WEC vs PPG
+2,691.0%
+1,330.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +0.3% | -7.8% | +8.1% | +1.9% |
| 3M | -2.9% | -2.2% | -0.7% | -2.8% |
| 6M | -5.9% | +4.1% | -10.1% | -7.2% |
| YTD | +4.1% | +9.1% | -4.9% | +1.5% |
| 1Y | +3.1% | +1.0% | +2.2% | +2.0% |
| 3Y | +40.8% | -13.3% | +54.0% | +42.3% |
| 5Y | +31.7% | -19.2% | +50.9% | +33.2% |
| 10Y | +141.1% | +25.9% | +115.2% | +115.9% |
| All | +4,021.5% | +2,691.0% | +1,330.5% | +1,994.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling