+26,336.4%
WM vs PPG
+2,762.5%
+23,573.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | -2.4% | -5.0% | +2.6% | -0.9% |
| 3M | +0.4% | +1.1% | -0.7% | -0.4% |
| 6M | -9.5% | -3.2% | -6.3% | -9.8% |
| YTD | +0.5% | +11.9% | -11.4% | -4.6% |
| 1Y | -1.1% | +5.3% | -6.4% | -4.5% |
| 3Y | +46.0% | -15.0% | +61.0% | +48.2% |
| 5Y | +51.8% | -19.6% | +71.4% | +53.1% |
| 10Y | +307.5% | +27.0% | +280.5% | +240.1% |
| All | +26,336.4% | +2,762.5% | +23,573.9% | +9,245.2% |
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