+28,683.0%
WM vs PPG
+3,083.8%
+25,599.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.2% | +3.2% | -2.1% | +0.1% |
| 30D | +13.7% | +20.4% | -6.7% | +7.1% |
| 3M | +5.2% | +8.4% | -3.2% | +2.3% |
| 6M | +11.2% | +15.6% | -4.5% | +5.3% |
| YTD | +9.4% | +24.4% | -15.0% | +0.2% |
| 1Y | +20.4% | +32.9% | -12.5% | +7.9% |
| 3Y | +44.7% | +3.7% | +41.0% | +37.7% |
| 5Y | +58.5% | -13.7% | +72.2% | +56.2% |
| 10Y | +326.4% | +55.5% | +270.9% | +233.4% |
| All | +28,683.0% | +3,083.8% | +25,599.3% | +9,719.5% |
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 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