+298.4%
WMB vs PPG
+26.9%
+271.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -1.0% | -6.2% | +5.2% | +1.5% |
| 30D | -0.4% | -7.9% | +7.5% | +2.8% |
| 3M | +3.2% | -10.2% | +13.4% | +6.9% |
| 6M | +0.1% | +2.7% | -2.6% | -3.1% |
| YTD | +23.9% | +4.9% | +19.0% | +18.0% |
| 1Y | +27.6% | -3.2% | +30.8% | +25.5% |
| 3Y | +141.9% | -17.0% | +158.9% | +148.3% |
| 5Y | +273.8% | -23.3% | +297.1% | +285.2% |
| All | +298.4% | +26.9% | +271.5% | +184.2% |
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 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